Although most times you will get Health powerups from treasure chests, it is possible to earn them from enemies in 2 scenarios: One, sometimes killing Enemy Officers (usually Guards and Lieutenants, sometimes other similar ones but usually not Commanders) will yield Health powerups, both Small and Large. Two, for every 100 enemies you kill in a mission (at 100 kills, 200 kills, 300 kills, and so on), you will get a Small Health powerup from each 100th kill. Keep the second scenario in mind when you may be low on Health and no treasure chests are located nearby.
To fight your army beat all 12 conquest modes
If you're aiming for a thousand kills, fight against Orwik's army and do the following.
1. Kill everyone in your way
2. Don't kill the guys that blow horns
3. Don't take over defense points
Choose Azure Dragon's 1st stage. Do not kill the gate captain which is located near Venus. Make the gate captain pursue you and make him fall down stairs located east of Venus. Now go to the defense point & unleash your combo. If you are good enough, you can get more than 15,000 hits. It depends on the difficulty. You can try this on every defense point as long as you can divert the gate captain far away from the defense point. By this method, max leveling can be done by playing 4 or 5 times.
Unlock Frost: Beat Conquest, any difficulty, with Venus
Unlock Hornet: Beat Conquest, any difficulty, with Devil King
Unlock Iron OX: Beat Conquest, any difficulty, with Scorpio
Unlock Puff: Beat Conquest, any difficulty, with Azure Dragon
Unlock Q-Ball: Beat Conquest, any difficulty, with Lady Butterfly
Unlock Talon: Beat Conquest, any difficulty, with Red Minotaur