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Change Tails' name to Miles
Press up, up, up, down, down, down, up at the title screen. Now Tails' name should be back to Miles. Do this again to change his name back to Tails.

Level Select When Connected to Sonic and Knuckles
To get to the level select mode when connected to the Sonic and Knuckles cartridge, at the title screen, press Up, Up, Up, Down, Down, Down, Left, Right, Left, Right then hold A and press Start to be taken to the level select menu.

Level Select
To access Level Select without being connected to Sonic and Knuckles, go to the Options menu from the title screen, then go down to Sound Select and play the following sounds in this order (play each only once) - 19, 65, 09, 17. Then press the C button and Start to go back to the title screen. As soon as you see Sonic and Tails appear on the screen, hold down A and press Start to finish off the code. If done correctly, you will be brought to the Level Select menu.

Easier special stages.
If you really want to defeat those frustrating special stages and become the all powerful super sonic, it's best to use sonic on his own instead of both sonic and tails because of tail's tendancy to take alot of rings and then get hit by a bomb causing you to lose valuable rings. It would be alot easier to do the special stages this way.

Hidden 1-Up Icon
Chemical Plant Zone Act 2 - There's a hidden 1-up icon after the massive ramp at the start of the level. When Sonic flies upwards, turn left into a hidden area where you'll find it.