Meteor level skip
On Meteor level fly through the level until you come to the bit with the star things. When you fly through them you start to spin. Well fly through all of them and you will go into 'hyper, spinny, flashy warp mode' and you will be vaulted into a seperate dimension where strange things are afoot. Fly through. Hint : Shoot everything and constantly use bombs you get loads of power ups and bonuses so now is time to go for a high score. When you go all the way through you warp to medium hardness.
Sector X skip
On sector X go to the left at the cross branch. When you are flying towards the dodgy gates. Shoot them until they open. Breaks are pretty vital. Once you have shot open and gone through all the gates then you go to a place of acid and lsd.
Andross sucker shot
When Andross sucks in shoot a bomb. He swallows it and steam comes out of his ears. It saves alot of hassle.