Power-up ship:
Press Up(2), Down(2), Left, Right, Left, Right, B, A.

Music test:
Press Up(2), Down(2), Left, Right, Left, Right, B, A at the title or loading screen (depending on the version of the game).

Hint: Bonus level:
Locate the gap at the bottom of the screen on level 3 soon after entering the cave. Enter it to advance to a secret bonus level.