Free healing
First, find a fight that have a preon nurse in the enemies. Destroy all the others but DO NOT DESTROY the preon nurse. After it's done, instead of attacking you, he'll surrender and will cast "all life gain 25" on you. It's not a lot but it's useful when your life tank is empty. (NOTE: this trick works once in a battle. If u don't destroy it after his healing turn, he'll run away!)

Hard version
Successfully complete the game, then highlight the "New Game" option. Then, press Right(3), Left(2), Right, Start. That option will turn yellow, and you will now have a hard difficulty setting.

X's Ultimate Armor
First, get the Tianna Key for the the locked door in the Tianna Camp. Then, go to the locked door and open it. Inside you will fight a Boss that is accompanied by two Belladonnas. Defeat them, and after the fight break the red crystal to get X's Ultimate Armor Hyper Mode.

Lagrano Ruins Key
To get the Lagrano Ruins Key, you need to use the Deployment Center. Keep deploying your robots until they can find the key. After a few times, you will see it listed on the right-hand side of the screen when you check on the returned robots. After going through the door in Largano Ruins, you will find a secret item/force metal/weapon shop.

Absolute Zero Hyper mode
First, complete Chapter 8. Then, repeatedly deploy well-chosen units to the Melda Ore Plant in order to gain the Melda Key. Once you gain the key, go to the Melda Ore Plant and open the previously locked door (once you teleport there, go inside the plant and enter the locked door instead of entering the first elevator). Continue through the new area until you encounter a duck-like enemy. Defeat him and break the purple crystal behind him to gain the Absolute Zero Hyper mode. It should not be too difficult to defeat the enemy, just continue to use X's and Zero's current Hyper Mode and Action Triggers and make sure you do not attack him with an element he is currently absorbing (a message will appear at the top of the screen whenever his absorbing element changes). Defeating this enemy is a lot easier than defeating the enemy which guards X's Second Hyper Mode.

Mega Man X intermission series
To view old Mega Man scenes from all of the Mega Man X games, successfully complete the game under the hard difficulty setting. Then, highlight the "Continue" option and press Left(3), Right, Left,, Start. You can select the following intermission sequences from the Mega Man X series, recorded on CD-ROM.

Mega Man X
Mega Man X2
Mega Man X3
Mega Man X4
Mega Man X5
Mega Man X6