Level select:
Hold X + Y and press A(4), B(4), A, B, A, B, A, B, A, B at the title screen.

Area select:
Enable the "Level select" code. Then, hold X + Y and press A(4), B(4), A, B, A, B, A, B, A, B at the level selection screen.

Sound test:
Hold L + R and press Start at the mode selection screen.