If you use the mouse to move instead of the cursor keys you will be able to move much faster. This helps a lot on levels such as Minemaze where you need speed to cross the magnetic things.
Using Cheat Codes In All Modes
Normally you can't use cheat codes in Engage mode or the bonus games. If you enable the cheats during a level before going into Engage mode or the bonus games then at the start of the bonus game they will still be active until you press a key. The solution is to use the mouse to play instead of the keyboard, and the cheat codes will remain enabled. Pressing any key, even escape, will cause the cheats to deactivate.
Using Super Arcade Ships In Full Game
If you want to use a special ship from the Super Arcade mode in the full game first type in the desired code at the title screen, then when you choose an episode press escape to go back to the title screen, then select "Start New Game" and then "Full Game". You will start the game with the ship you chose and a level one Pulse Cannon. You won't start with the ship's special weapons, but the Nort Ship Z will still have its Nort Ship Dust.
Saving In Super Arcade Mode (from Thomas Lee)
You can save in Arcade and Super Arcade modes. All your have to do is press Alt+S at the menu before you start a level, then you can save the game just like the Original mode. Alt+L will open the load menu.