Continue
When "Legend of the Final Hero" appears, hold A + B + C, then press Start. Press Up or Down to select the chapter you wish to start from, then press Start to begin play. This only allows you to select a chapter up to the highest chapter you last played, so in effect it's a continue.
Invincibility
Push start then push A,B,B,A,C,C,A,A and push start to begin.
