For a greater challenge, enter the password "999999 999999 KKKKKK KKKKKK". You'll have no Varia Suit and the ending will be ... unusual.
Turn into the Morph Ball, and slide off a platform or any other surface that allows Samus to stand in the air as Morph Ball. While in mid-air, press UP, and Samus will now be standing on her feet without any ground below her (She will be doing this still in mid-air), then quicly press ''A'' to perform an jump from the standing position you were placed. This trick will only work as long as Samus's sprite is stationary, this means that if you hit the D-Pad from you standing position, you will not be able to Morph Ball Double Jump.
To play without the suit and start with 255 missiles, enter the password "JUSTIN BAILEY ------ ------".
For the same bonus at the end game, enter the password "JUSTIN BAILEY ------" (leave the last 6 spaces blank.)
You have to have gone far enough to get the Ice beam. Now go to the room where the bridge needs to be formed and there's the statues of Ridley and Kraid. Before you enter that room, have the winged enemy chase you and hit you as you are going through the door.
If done correctly, the enemy follows you into the next room. Simply freeze him and use him as a stepping stone to get across the gap - without beating Ridley or Kraid. You can theoretically beat the game in under 20 minutes by using this glitch.
On the password screen enter the password:
JUSTIN BAILEY
To get samus in a swimsuit, roll ability, bombs, 255 missiles, wave gun and screw attack.
Shoot open a blue door, then stand where the blue part was. Let the door close on you. Rapidly press down then up, down then up, etc... you will notice as you pop in and out of the ball form that you move up half a square for every down/up repetition. Make sure you always hit UP last, or you will be stuck in the ball form. Be careful where you use this trick, as you can easily get stuck above the screen (like in horizontal-scrolling sections). When you wall-climb in a vert-scroll section, don't go beyond the top of the screen, instead, stop just short of the top, and press the jump button several time to re-center the screen.
There is a room near Ridley's lair where you can use this trick to confuse the game, where-in you wall-climb above a vert-scroll section into a horiz-scroll section, and the game tries to reverse the scrolling properties of the rooms you can get into... but you can't complete the game afterwards.