Custom title screen sound:
Hold Down + Y at the title screen and record any sound into the microphone. The recorded clip will play during the introduction music. To preview it, press Down + X at the title screen. To hear it slower, press Down/Left + X and to hear it faster, press Down/Right + X at the title screen.

Opening sounds:
Touch the girl in various places at the mode selection screen and she will scream.

Bonus hairstyles:
Have one of the following Game Boy Advance in the cartridge slot along with the game to unlock a new hairstyle in Maniac mode.

Sonic Advance 1: Sonic hairstyle
Sonic Advance 2: Sonic hairstyle
Sonic Advance 3: Chao hairstyle
Sonic Battle: Ulala hairstyle
Sonic Pinball Party: NiGHTS hairstyle
Puyo Pop: Puyo hairstyle
Chu Chu Rocket: NiGHTS hairstyle
Space Channel 5: Ulala's Cosmic Attack.
Or finish the game under the hell difficulty setting to unlock all bonus hairstyles.