Gauntlet-Level Skip
There are 3 hidden level warps between Levels 1 & 4. In Level 1, an exit in the lower-right corner of the map will send you to Level 4. An exit in the upper-right corner will send you to Level 8. In Level 4, there is another hidden exit to the right of the main exit that will also send you to Level 8.
Roadblasters-warp to Level 50
If you turn the "Indestructible Demo Mode" option on and finish either the first 10 levels or level 11 (at start), the game will send you straight to Level 50 (final stage-it'll say "Rally 49 stats" on score monitor). You'll have full fuel & one chance to finish-if you do, you get 1 million points.
Vindicators-skip levels
Upon completing certain stations (including stations 4 & 6), you have the option to skip the next station. It is an available option on the "Customize Your Tank" menu-it costs 2 stars to skip the station.