Bonus Stage
If you have Sonic & Knuckles, you can access a special bonus stage. To activate, insert your Sonic Spinball cartridge into Sonic & Knuckles, then turn on your Genesis. Wait for a screen with Sonic, Tails, Knuckles and Robotnic and the words, "No Way". Now hold A + B + C and you're ready to play.
Level Select
From the Options screen, press A, Down, B, Down, C, Down, A, B, Up, A, C, Up, B, C, Up. To activate, hold A and press Start for level 2, hold B and press Start for level 3, or hold C and press Start for level 4.