Start with items: View the demo mode and the press the start button after Gomez takes an item, you'll then begin the game with that item.
Thing snaps his fingers: You can make Thing snap his fingers by pressing L and R together during the opening sequence.
Secret extras room: There is a secret room right near to the start of the game. First go in the hall of stairs and move to the left after you pass the last door on the left, press up and you'll go into a secret door that leads to Pugsley's Den. Through there you should find a room with loads of extras behind the stairs.
99 lives: At the main menu, select password. Enter '1' until the game starts. At first it will look like you have no lives remaining, but after you die the first time, you'll have 99 more lives.