In the Japanese version, press A + Start on the title screen to enter a sound test. The sound test is also present in the US version, but the method to access it was changed to holding B while starting the game (before the title screen appears).
In the US version, hold B + Left on controller 1 and A on controller 2 at the same time while starting the game (before the title screen appears).
There is no proper initialization for initial values for menu, so on some emulators you just get the black screen. On controller 1 press Down a couple of times then press Left to start display something. If displayed correctly, use the D-pad buttons on controller 1 to select backgrounds, CHR data for it and proper palette. There is no data what patterns and palettes belongs to the particular background. Press and hold Select to temporarily hide the menu.
In the US version, during game, press Select to pause it, then press A + Down + Left on controller 2 and Down + Left on controller 1 at the same time. Press Up / Down to select stage, press Select to return back to the game. This cheat can be done in all levels except 8 and 17. But you can still get to these stages with this cheat from any other stages.