Level 1 Boss
At the end of the first level, you must defeat the Boss character by hitting him and then running away to recuperate. In order to hit him, you want to taunt him by moving in close but not so close that he can hit you. When he throws out a haymaker punch, quickly dodge it and get in close to hit him as many times as you can before retreating. Recuperate as long as you need to then go back in to finish him off.
Upgrades
Whenever you get the chance, upgrade your weapons. Even if you don't find them all, there are more to collect later in the game.
Explore the Levels
Some of the best weapons are hidden in out-of-the-way spots. Explore the levels in their entirety to make sure you don't miss any good ones.
Use Jump Power
When facing up tough enemies, use the jump power as fast as you can. It depletes the longer you have it.
Unlockables
You can unlock the ability to replay any level, view all cut scenes and unlock the War Trophy Room by completing the game. To do this, you need to play the game through in its entirety.