Extra Jumping Power
After you've finished the game, go to the Stage Select screen. Skip through all the levels until you see the word "Extra." Restart the game from and you'll be able to jump five times in a row instead of three.
Submitted by Beer Fellow
Faster Clouds
At the title screen, hold L1 + L2 + R1 + R2 and press Up.
Submitted by Beer Fellow
Level Select
At the main menu press UP, UP, DOWN, DOWN, X, X, LEFT, RIGHT, LEFT, RIGHT. X, TRIANGLE, X, TRIANGLE. The menu will turn red if done correctly. Press START and select a level.