A great place for orbs is the fifth secret mission found on stage 9. Go through the level untill you get to the area where you get the spiral. Go through the passageway underneath the waterfall and up through a small tunnel directly across from where you. The secret mission is marked by a few bright glowing crystals. Once inside you must destroy every breakable object within 40 seconds. The jukebox contains 500 red orbs, although there are many other things to smash as well. Since you can repeatedly pass/fail this mission and not encounter any enemies, you can repeat this process for lots of easy orbs.