Unlock extra stages:

Beat the normal stages.

Extra option:

Complete and save the game on the normal difficulty setting to unlock an "Extra" option at the main menu.

Extra 2 option:

Complete and save the game on the hard difficulty setting to unlock an "Extra 2" option at the main menu.

Full double shot power-up

Pause the game and press Up, Up, Down, Down, Left, Right, Left, Right, Square, Triangle. This can only be done a limited amount of times.

Full laser shot power-up

Pause the game and press Up, Up, Down, Down, Left, Right, Left, Right, X, Circle. This can only be done a limited amount of times.