Stage Skip
While paused press [Right], [Left], [Down], [Right], [A] and then press [Start] again to unpause. This will allow you to skip any stage in the game.
Sound Test
Go to the game's Option Screen. Then scroll down the screen to reach the Sound Mode. Next, hold [L] + [R] + [X] + [A]. While holding these, hold the center of the directional pad, then press [Select]. A Music Menu will appear. Select different tunes and enjoy!