Level select/Ten lives:
Press Up, Down(2), Up, X, B, Y, A, Start at the character
selection screen. The screen will flash red to confirm correct
code entry. Choose a character and press Start. A level select
screen will appear. Choose a stage to begin the game with ten lives. 

Extra fighters:
Hold Up + A + B, then press Start at the player selection screen.
Five, instead of three, fighters will be in reserve. Note: This
code must be entered again at the continue screen. 

Jump to end:
Press Up, Down(2), Up, X, B, Y, A, Start on controller two at the
character selection screen.