To beat Rocket Racer in the grand finale, avoid the ramps and weave through the barriers. And use the homing missile to take him out.
The recommended cars for Mars and Xalax are the vehicles with tank caterpillars from Arctic. On rock surface, they reach 99 mph, but these are quite hard to win with in Sandy Bay. Use the tank-like cars in Xalax or Mars, then you will pass the Superramas and Superwarriors (the fat alien guys in Xalax.)
At the Main Menu press the following: right, left, right, up, down, left, right, up, and up. In the next mode you choose you will be a martian.
During Gameplay, pause the game and press the following: left, left, right, right, left, left, right, right, down, left, and right. If done correctly you will hear a giggling noise.