In the boss level, (level 100) you can find lightning bottles that give you lightning bubbles. To get them in every level, enter the debug mode (down, up, down, up, right, down, up, down at the title screen) and start the game. Then, go to the debug menu (R2) and skip to level 100. Now, go back to level 1 and hide the debug menu (R1). Lightning bottles should appear in every level.