After you beat the game, at the screen where you're thanked for playing, wait for approximately forty seconds to see an extended ending.
Extra Lives (Armored Amadillo Level)
To get extra lives, go to Armored Amadillo's stage and when you're about to jump off the first cart, wait and jump off when you see a brown bat different from all the others. Shoot it. This bat gives an extra life.
Helmet Capsule
You need the acceleration system (foot capsule) to get the helmet capsule. Once you have it, enter Storm Eagle's level. Play until you get to the steel tower rising out of the ground. You will now be able to use the foot capsule to get the ledge on the other side of the tower. Blow up the gas tanks there, and go through the resulting hole. You'll find the helmet capsule there.
How to Begin
Typically, the best Maverick to kill first is Chill Penguin. Do that, but instead of going to Spark Mandrill next, which has a weakness to Chill Penguin's weapon, go to Launch Octopus instead. Destroying him will get rid of Spark Mandrill's electrical traps and give you the weapon which is Spark Mandrill's miniboss' weakness.
Ryu's Fireball
To get Ryu's Fireball get everything (including defeating Sigma's robots such as Spark Mandrill),that also means all 4 energy tanks and all 8 heart pieces and all special equipment from Dr. Light. After you get everything go through Armored Armadillo's level 4-6 times without dying. When you get to the end of the level climb up the wall and get the big energy then go to where you fight Armored Armadillo. You will exit the level but go back to the level 4-6 times doing the same thing without dying.
Sit Down
To sit down hit pause then press a, b, a, a, a, b, b, a, b. Now whenever you hit select MegaMan will sit down.