Here's my main bug list. It's everything I used which are not described on this site, with descriptions. Many of these have not be used in previous speedruns (though some information about them might be found by googling).
Shoot while charging
This can only be done during "cutscenes" during which you lose control of X, like boss entry scenes where their HP guage charges. Release Y during the cutscenes. The exact frame you gain control of X, press Y. During cutscenes when the music changes (boss entry -> boss battle), the game will hang for a moment extending the window for pressing Y. It's very doable on a console.
The killzone
This is the name I've taken to calling it. When fighting Agile, he produces very large energy waves as attacks. The projectile itself spawns very far away from Agile -- creating a gap large enough for X to fit his body! This trick works with other bosses. In my
X1 speedrun, I jumped around a bit during the Flame Mammoth battle while he was shooting fire. I was trying to emphesize the killzone, but it probably never got noticed.
Killing the serpent in Octopus' level
This makes more sense if you watch this segment with layer 1 off. The miniboss is right at the bottom of the screen where I shoot the cyclone, and gets killed by it.
Zero damage hit against Boomer Kuwanger's spikes
I think the trick is to hit the wall in the air moving a relatively low speeds.
To pull it off on a console, approach the wall without touching it, then start inching your way towards the wall. You'll reach a point where you can't move further right yet you don't take damage. Without pressing a direction, jump with B, and while in the air hit B again. If you make a mistake approaching the spikes and take damage (non-lethal), you can use your invulnerability to reach the far right of the wall, and then try jumping.
Standing on spikes after Shouryukening Agile
This is probably a combination of Shouryuken invulnerability and event invulnerability. If you miss, X will land and do his Shouryuken recovery, but die the moment you'd regain control.
Moving before the refight of Overdrive Ostrich
Just try moving. The Overdrive Ostrich will appear the moment you stop moving. Just holding RIGHT while you beam in will be enough to set it off.
Glowing while Shouryukening Wheel Gator
Mike Uyama (X1 console speedrun fame) introduced me to the "negative edge" trick. Rather than pressing Y to activate the Shouryuken, release it. The glowing means I can use the second shot from the X-Buster upgrade.
Zero/Shouryuken glitch
Perform the Shouryuken to get yourself in the center of the C4 Sword battle room, and you won't move to the left side of the screen like you should. When Zero punches a hole in the ground, you'll fall in with his dialog box open. Vile/Zero bug style, collide its closing with the opening of Sigma's dialog. You can move around while he charges. If you're Shouryukening when he finishes charging his HP, your attack is cut short but you're left in an invulnerability state and the colour palettes for your charged shots are screwed up.
I think that about covers it.
Edit: Rewording/grammar