Complete the game on the easy difficulty setting.
Complete the game on the normal difficulty setting.
Complete the game on the hard difficulty setting.
Use the following trick when obtaining the hard mode prizes. Set the difficulty to easy and proceed to the final stage save point (before fighting Balzac's first form). Quit and save the game. Set the difficulty back to hard and continue the game. Even though you completed most of the game on the easy difficulty setting, you will still get the prizes for hard mode. You still have to complete the final stage in hard mode, but some tough sections (such as the battle with Zod) are a lot easier. This can also be done with the normal difficulty setting if needed.
Pause during a game and press X + Y.
Fire the hand cannon while your sword is drawn. As you are firing, keep pressing X (main sword attack). After the cannon blast fires and knocks Guts back, he will spin and slash his sword behind him, defeating enemies to the rear.
Unlock the "No Limit mode" option, then select the final Boss stage. This will make it easier to complete the game under the easy and medium difficulty settings.