At the Character Select screen, press and hold Up + A + B, then press Start. Beat the Dark Queen and the Shadow Boss using this trick and you should get the normal game ending.
5 Lives+Level Select
On the Character Select Screen, enter the following code: B,A,D,C,A,D Then Press Start.
Invincibility Code
On the character select screen, press A, B, B, A, B, B, C, C, A, C, A, B, B, A, C, B, and then press START.
Level Select
At the Character Select screen, press Down, Up, Up, Down, C, A, B and select your character. A Level Select screen will appear.
Mega Warp
This code will give you the jump on any opponent. At the Character Select screen, press Down, Up, Up, Down, A, B, B, A. Select your character, then press Start. You'll get 10 lives and a Level Select screen will appear. Note that you won't see the real ending if you beat the game using this trick.