Skip the Dr Light sequence
  To skip the Dr Light sequence and get to the robot selection screen faster is
  to when you first start the game and you are in Dr Light's laboratory, When Dr
  Light starts talking, reset the game by hitting SELECT, START, A, and B
  simultaneously. When you are back at the Title screen. select Start game and
  hit start. You should now be at the Robot Selection screen.

Get turbo accelerator items
  After you die on a stage, the game over screen will appear. Press button B to
  continue. Die and continue two more times at the same stage. At the third
  continue, the screen will change to Dr. Light's laboratory. He will have just
  finished developing the turbo accelerator for your arm weapon and he will give
  it to you. Die and continue again on the same stage and he will give you
  another turbo accelerator item for even faster fireball shooting.

How to get some out-of-reach items
  You don't have to have every item to finish the game, but you can obtain some
  out-of-reach items by modifying Mega Man's Mega Arm. Whenever you defeat a
  boss and finish a level, you're given the option of visiting Dr. Light's lab,
  where cool tools are for sale. For 90 Chips, you can purchase an MH Capsule,
  which reconfigures Mega Man's Mega Arm. With the newly customized arm you can
  reach all sorts of far away items.

Destroy stone blocks
  Stone blocks are one of the few obstructions that don't harm Mega Man, but
  they can keep you from exploring all the areas. You can destroy the blocks,
  though, by finding two essential items, the Deep Digger (UR) and the Break
  Dash (PL). The Deep Digger lets you pick up certain blocks in the game, while
  the Break Dash quickly converts granite to dust. If you can't move or break a
  block using the Deep Digger or the Break Dash, you'll have to find another
  route around it.



Levelcodes:

  _= blank

  TERE_
  __RRE
  T_TE_     All items, 5 lives, 276 P-chips
  RE__R
  __TER

  re rt
  _ert_     Last level
  tree_
  _e_tt
  _e_tr

  This password gives you all weapons, B-E-A-T, W-I-L-Y, 4 Energy
  Tanks, 4 Weapon Tanks, a Super Tank, an Energy Balancer, and 999
  P-Chips.

  --RRB-
  -E-RE-
  B---E-
  -BR--B

  Begin with the first four robots already conquered:
  E_ET_
  TE_EE
  RRT_E
  ERRE_
  TERR_.

  R_RTE
  E_RTT     Mars done
  R_RTE
  _RRR_
  RRRRR

  E_EEE
  RE___     Mercury
  RR__R
  TETRT
  T_T_R

  R_RRE
  __RRT     Neptune
  TTEEE
  __R__
  RTRTR

  RTRTT
  EERET     Venus
  TEEE_
  RER__
  ETRER

  _E_RR
  E__TR     Dark Moon
  E_T_E
  TTTRE
  E__ER

  REEET
  EERR_     Saturn
  TRT_T
  _TEET
  E_TER

  T_EET
  __TE_     Jupiter
  RRTRE
  E_RTT
  RRTTR

  RRRTT
  T___E     Uranus
  _RET_
  TT_T_
  RTT_R

  ERERT
  _E_TT     Pluto
  E_TTE
  TTEEE
  T___R

  ETTET
  TEE_E     All items
  TRETT
  RE_E_
  ETT_R

  RRT_ _
  ET_ _ T
  _E_ R T     The last password given
  TTRR E
  TR TRR

Codes by Felipe Gerhard - felipe.gerhard@gmx.net