Level select:
Press Square, Up, R1, Triangle, Down, Select at the load/save screen to choose a starting level under the normal difficulty setting. Press R1(2), L1(2), Square, Left, Triangle, Circle at that screen to choose a starting level under the hard difficulty level. Note: Only previously completed levels may be accessed.

Bonus shop items:
Press R1, Down, L1, Up, Square, X, at the shop screen.