Level Select
At the title screen, hold A + B + C + Up. While holding these buttons, press and hold Start for a few seconds, then release Start. You can now select any level by pressing Up or Down.
Temporary Invincibility
If you have a magic item, but not quite enough MPs to do magic, invoking Magic will cause your character to "go through the motions" with no payoff. However, she is invulnerable while doing this; the flaming knives of Glames will go right through her to no effect. This effect only lasts a second, however; therefore it is useless against any slow-moving adversaries or lingering firepower.
Video Test
Hold Up + Left + A + B + C, then press Start. Now you can watch any of the cinema displays, including the ending.