Press A + C + Start on controller two at the Sega logo. The phrase "Get Ready" will be spoken to confirm correct code entry. When using a continue, game play will resume at the last position instead of a check point.
Debug mode
Press A + C + Start on controller two at the Sega logo. Then, press A + B + C + Start on controller one at the title screen.
Level select
Hold A + B + C and press Left or Right when the "Start" and "Options" selections appear at the title screen.