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Gadgets
Gadgets are expensive weapons used to fight against Doofenshmirtz. You need three of them to make sure that you can actually fight back. Do not focus on purchasing gadgets. Instead, collect as many coins as possible and get other upgrades to the first level. If you can avoid his weapons long enough, Doofenshmirtz will disappear. However, the second mission requires you to have a gadget.
No Hanglider/Agent P Flying
If you jump over the edge before the hanglider scene then you might get the game to slow down and perry looks like he is holding the hanglider but there is no visible glider. Downside is that I died before I could explore it more...
Obstacles
Most of the obstacles that you can roll under can also be jumped over. Learning to jump properly is important to progressing in the game. When switching lanes from bridges, jumping is the best way to do so, as Agent P usually dies if you swipe left or right. Some traps will only appear when you are close enough to them. Make sure you are always ready to change course or jump to avoid danger.
Removing the "Continue" bar
Tap the screen to make the "Continue" bar disappear faster.
Upgrades
Get all power-ups to their fist level, especially Agent E and the Magnet.
Coins...