This was one of my favorite games when I was little (both NES and Arcade versions, which are very different). I have a map of the warps that I made still.
Unfortunately, I agree with the above. The whole game is an autoscroller. There isn't much to do in the way of tricks. The speed-ups max out at 2, so it is still easy to control the character playing at normal speed. As for short cuts, when you run out of energy, you lose a life and get send back to the beginning of the zone (section is a multiple of 20).
I believe that the M weapon does the most damage. It changes to the M/F combo if you collect another M, so you would have to be careful not to since that can't fire as fast. (You have to make the upper shot disappear to fire again.)
To make the secret portals appear, shoot at the top of the screen. The warps mentioned above that are hard to find are in sections 47 and 54. Fortunately, they were nice and both the left and right warp take you to the donut miniboss.
(Interestingly, the other miniboss in the 3rd zone can be fought many times to keep on getting the +8 max HP item. That is the only way I know of to get the full 99 HP.)
Once you know the path, it isn't that hard to beat the game without cheating at all.
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Here is the map I have:
Section: Goes to: Comment:
0 D:1
1 U:2,D:3
2 U:4,D:3 M
3 U:4,D:6
4 U:6,D:1 F
5 U:7,D:8
6 U:5,D:12 1st Red
7 U:8,D:11 L:5,R:12, Secret: Get B
8 U:5,D:11 Flash bomb
9 U:6,D:6 B
10 U:8,D:9 M
11 U:9,D:10 1st Donut
12 U:13,D:14 Secret: Brains
13 U:16,D:14 M
14 U:16,D:18
15 U:18,D:18 F
16 U:15,D:18 2nd Donut
17 R:19 B
18 U:16,D:17 2nd Red
19 20 Boss 1
20 U:22,D:21 F
21 U:24,D:30 1st Red, Crush ball
22 U:21,D:35 2nd Red
23 U:25,D:20
24 U:23,D:25 M
25 U:28,D:26
26 U:27,D:21 Secret: Brains
27 U:28,D:29
28 U:29,D:27 M, F, Secret: Give energy
29 U:24,D:20 1st Donut
30 U:22,D:31 B
31 R:32
32 R:33 Boss 1
33 U:34,D:34
34 U:23,D:20 2nd Donut
35 U:36,D:37 M
36 U:38,D:35 Secret: Give energy
37 U:36,D:38 F
38 R:39
39 40 Boss 2
40 U:42,D:41
41 U:44,D:43 M
42 U:41,D:57 B
43 U:42,D:51 1st Red
44 R:45 F
45 R:46 Miniboss (can be fought multiple times)
46 U:50,D:48 M
47 U:46,D:50 L:49,R:49
48 U:46,D:47 B
49 U:41,D:57 1st Donut
50 U:48,D:47
51 R:52
52 R:53 Boss 2
53 U:54,D:55 Secret: Give energy
54 U:53,D:55 F, L:56,R:56
55 U:53,D:54 B
56 U:42,D:57 2nd Donut
57 U:43,D:58 F, 2nd Red
58 R:59
59 Boss of game