In order to do this you must have the "Charge Beam". Charge your weapon and make Samus spin while she is jumping, she will be invulnerable to one enemy attack.
Beam Shield
In order to do this you must have the following: Charge Beam, Power Bomb, and at leats one other beam ability besides the normal one (Ice Beam, Spaser Beam, Wave Beam, or Plasma Beam). Select ONE of your beams (Note: the normal one will not work), and the Power Bombs. Charge the beam until a "shield" flies around you. Every use will cost 1 Power Bomb.
Lots of bombs
In order for this trick to work you have to have the charge beam and the bombs. Charge up your laser and then change into the morphing ball. Allot of bombs will appear.