To enter the debug options, first enter the main menu from the title screen and press Down, Down, Left, A. Press B to return to the title screen and press Start when you see the flashing prompt. Now enter Left, Left, Right, Right, Left, Right, Left, Left, Down, Down, B, Right.
A sound effect should play if the code was entered correctly. You should now be able to access the Stage Select, Sound Test, view animations and view the credits by choosing the second option on the main menu.