Keep an eye out for the arrows that show you the direction of nearby enemies as you can shoot off screen to kill them if you don't want to risk getting any closer. This also works with bosses.
Power-Ups
Be selective when you pick up power-ups. Learn to recognise which icons provide which abilities and make a beeline for those which you need when they drop.
Scenery
Keep blasting ahead of you to make a route forwards when the scenery rebuilds otherwise you run the risk of getting stuck.