This trick will allow endless flying around Little States. Fly low above the northwest highway leading out of Cape Canaveral. On the left, you should see what looks like a gas station, with a Paradigm sign. Fly slowly around, until you hear a noise like taking off from a hoping pad. Another method is to fly under the roof of the small station in the little town near the nuclear power plant. Both will fill your tank, and can be done over and over.
In the first Rocket Belt stage, follow the waterfalls leading up from the small pond near the beginning. Eventually, you will see a cave, which you must go in. Fly deep into the cave. You should see a metal grating. Stop right before you hit the metal grating, and you will be transported to a night version of the same level. Your mission objectives are still the same.
To instantely fill up on fuel, pause the game and press UP, DOWN, LEFT, RIGHT. When you unpause it, your fuel gauge should be full. This obviously applies only to the Gyrocopter and Rocket Pack.
In the Cannonball stage on Little States, aim at Mario's face upon Mount Rushmore. If hit, you should see flying debre, and it will have changed to the face of Mario's enemy...Wario! Another method of changing the face upon Mount Rushmore, is to use three missiles from the gyrocopter. Make them count, and upon impact of the third, Mario's face will have changed to Wario's when the dust settles.
In the Little States Stage with the Rocket Pack, fly to either Seattle or Miami. Fly into the white hanger that is slightly opened, and you will be warped to the hanger of the opposite city.