Remember where the robots appears in the training room. It's always in the same pattern, so try to learn it and shoot for a perfect score (200 points.) It's not easy but it can be done.
Secret options
All you have to do is finish the game on the very hard setting. Use the six continues tip to help you getting through the game. Then go to the Controls panel and four more options will have appeared.
Polygon Test:
Let you see different enemies from the game. You can rotate and scale them using the buttons.
Mission Select:
You can choose to begin at any mission of the game. Remember that you can't play the third, fourth and fifth mission on the easy setting.
Movie Test:
Now you can watch all the great movies of the game.
Audio Test:
Listen to the sound effects and background music of the game. As well as the (I think) japanese voice effects of the game. Because at one point in the voice effect, the name of the two police officers are Ryo Kurotu and Marco Antneli which are the names of the two police officers in the japanese version.
Six Continues
Normally when you play the one player mode, you only have a maximum of three continues. All you have to do is begin a one player game and just before you die, (after you've used up your three initial continues) press START on the second controller, or use the light gun to play as the second player. This way you have three more continues to play the rest of the game. Take the second controller and let the first player be game over.
Power shots
During play, you can charge your gun to fire a huge blast of fire power. Just hold the shot button and your ammo display at the bottom of the screen should turn red. Release the button for massive fire power. Beware, as the power shot drain up to 10 bullets at a time so you will need to reload soon afterward.