Choose to leave with Kazuma after your second time through the Egg Corridor.
Booster 2.0
In the labyrinth, when Prof. Booster is chucked down, don't talk to him, instead jump from red mark without getting the booster, when you finish waterway, you get Booster 2.0 which is way better.
Chaco's Lipstick
After you've talked with Chaco about the Jellyfish Juice, rest in her bed. You'll wake up with Chaco in it and her lipstick in your inventory.
Early Jet Pack
The Machine Gun can be used as a "jet pack" when its at Level 3. Just jump and aim it downward to float up until your ammo runs out.
Good ending
Finish the Sacred Grounds area.
Hold Out for the Spur
Once you get to Curly and beat her in the Sand Zone, avoid trading your Polar Star for the Machine Gun. Later in the game, you can trade it for the Spur -- the strongest weapon in the game.
Normal ending
Finish the escape sequence at the end of the game without going through the Sacred Grounds.
Title Screens
Completing the Sanctuary Time Attack under certain time requirements will unlock alternate music on the title screen, as well as an alternate character sprite as your cursor.
Bad ending...