Enter the Level Select code twice. Select any stage that has Tails or Knuckles in it (the first stage will do). Get 50 rings and visit Tails or Knuckles. When the special stage begins, press A + Start and you will receive the emerald for that course.
Here's a trick to gain as many lives as you want.
Collect 50 rings, then enter the special stage and get an emerald. Let yourself die, then collect another 50 rings and re-enter the special stage.
Give your rings to the same person you used when you went to the special stage the first time. You will go to the same stage where you found the emerald, but if you complete it this time, you'll get an extra life.
Collect 100 rings to get a second extra life. Die and repeat the cycle as often as desired.
At the "Press Start" screen, press B, A, Right, A, C, Up, Down, A (Baracuda), then press Start. The level select menu will appear when you begin a game.
Enable the Level Select code, then start a new game. To skip to the next level, pause the game and press A.
Alternatively, push A + B + C + Start at the same time to skip a level