29 Extra Lives
At the title screen, after two car crashes, press A, B, Up, Down, Up, Down, B, A, then any button other than A or Start. Start the game and you'll have 29 more lives than usual.
Stage Select
At the title menu, press Up, A, Down, A, Left, B, Down, A, Right, A, Left, B, A, then any other button (except A and Start). Press A or B to change the stage number by 5 up to 46.