8 Lives, 255 of all items, Prevent Life Loss, and Play the Demo Stage
At the title screen, opt to go to Level 101 and start a new game. Kill yourself twice (A+B, Player 1) and reset the console. Repeat this, but kill yourself three times, and don't reset the console; just press a button to return to the title screen. If done properly, the menu text is now pink. If you hold A and B on Player 2's controller at the title screen and start a new game, you will start with 8 lives, 255 ladders, 255 ropes, 255 stones, and 255 bombs. Additionally, if committing suicide, hold A or B on Player 2's controller to prevent life loss. Note that you cannot get high scores using this. Additionally, you cannot see the ending normally. (At Stage 105's completion screen, hold Up on Player 2's controller.) Finally, you can also play the demo stage by holding A and B on Player 1's and Player 2's controllers before the demon starts, but at the title screen.
Automatically Complete A Level
At the title screen, select Stage 46, press A + B to commit suicide 3 times until you get a game over and go back to the title screen. Now, select any level, and while playing press Up + B + A on controller 2 to complete the stage.
Stage Select, Instant Win, Go Back Levels, and See the Ending
Start a new game and do down three steps. Hold A and B on Player 2's controller and Reset the console. Then start a new game, commit suicide by holding A and B (Player 1), then continue and go down three steps from the start. Hold A and B (Player 2) and reset the console. Again, start a new game, kill yourself twice (A+B, Player 1), go down three steps from the start, and hold A and B (Player 2), then rest the console. Now start a fourth new game, kill yourself twice (A+B, Player 1), go three steps down from the start, kill yourself again, and you'll reach a game over screen. Hold A and B on Player 2's controller to return to the title screen - if done properly, all title menus and text turns from orange to magenta. Now you can augment the level counter by 1 level (not 5) - hold A and B on Player 2's controller, then use Left/Right on Player 1's to do so. You can also instantly win levels by pressing Up on Player 2's controller, or go back a level by pressing Down on Player 2's controller. (Going from Level 1 to Level 0 (backwards) shows you the ending.)