Collecting
One of the key elements in progression for this game is collecting studs or power bricks to purchase and unlock new characters or upgrades to existing things. A wealth of both is scattered throughout the game, and the best way to find them is to look everywhere. Explore the levels thoroughly, and smash anything that looks breakable--it's bound to contain something good. Look for things that appear to be made of LEGO bricks and are not part of the background. You'll get a lot of studs this way, and probably uncover some of those Power Bricks.
If you're looking to get a small boost of Studs, try bringing enemies toward piles of bricks after beating a few of them up. The more you defeat, the higher your multiplier gets. If you can keep the multiplier going while picking up studs, it will apply to the ones you find hidden around the level.
Unlockables
A handful of things can be unlocked in the game, and if you're aiming for 100 percent completion, a lot of levels will require some extra play-through. If you find yourself stuck on a level you're trying to get through, don't be afraid to take a break and play through an older level to clear your head of it--this may give you enough time away from the level to inspire you to find the solution. Each level you play unlocks Free Play mode, a Villain level, and brings you back to either the Batcave or Arkham Asylum afterward. Within the levels, you will find 10 Canisters and one Power Brick, which will allow you to purchase a Minikit and a weapon upgrade. Getting Super Hero or Super Villain status on all 15 levels will also unlock a secret level for both the Hero and Villain sets.
Secret Codes
Between levels, both the Hero and Villain hubs have areas where you can type in cheat codes. There are a variety of codes, which you can find in the References section. One of the most helpful ones is WYD5CP, which will make you Invincible. If you're having a hard time finding the Minikits, Power Bricks and other pieces, you can get yourself one of three detectors when you type in ZXGH9J, MMN786 or KHJ544 respectively. If you need some extra health, ML3KHP will give you more hearts and HJH7HJ allows you to regenerate lost hearts. If you want to cheat with your score, type in 18HW07 for the x10 Score multiplier.