While there seems to be only three save slots, there are actually fifteen. Press Right to access them.
Alternate ending sequences
Kill more enemies than the Mars Angels in scene 12 to unlock the 25 scene ending. Destroy less enemies than the Mars Angels in scene 12 to unlock the 24 scene ending.
Easy Level Up
On most scenes, if you failed the mission or retreat, the scene will start over. However, your experience points and level remain the same. Use this technique to gain experience points, then try to start the scene over again and keep destroying LEVs. Do the same thing over again as many times as needed to gain a large amount of experience points.
Upgrades
If you want to get the best attack for your OFs and Levs, level up past 45. Some of the attacks are 155mm: Cage; Geyser: Twede; Final Blow: Myona.
Wrong attacks
Like the Split Sword glitch, this can also happen in other instances. If you have completed the game, you will know these situations.
Wrong split sword
In the mission where you must rescue Robin and you get your first OF, get to the factory with Edge. Put any LEV directly in front of where Ned appears. When Mebius appears, she will be behind the LEV so she is not next to Ned, but she will use Split Sword anyway, which would not normally happen.
Additional Saved Game Slots...