On Sunset Sands, after the spot with the double divide, you will see a left turn. Stay to the left on the turn and you will see a small ramp. Go up it and it will take you to a shortcut. This is especially helpful on the final lap, since you don't have to take the sharp turn onto the final strech.

On Metro Madness, right after you exit the starting strech or start the 2nd or 3rd lap, you will se two flashing arrow signs wil a gap inbetween them and a bonus box in the gap. Go through the gap and you will hit a jump(you need to be going at least 90mph to make the jump so if you hit the side of the sign press L to get yuorself back on the regular route). This will take you to a shortcut that can get you way ahead.

On Mount Mayhem, when you cross the first bridge, take the jump and fall off the edge on the left side of the bridge. You should fall onto a ledge that leads into the mountain. Follow the path and it will take you into na cave with flashing light and cool noises. This isn't much shorter than the regular route but the cave is pretty cool.

On Inferno Isle, after you pass through the village you will see a dock leading out into the water. Go on it and you will go on a series of jumps with lots of bonus. You need to get the nitro by the last jump so if you miss it press L to get yourself back on the regular route.