The crate at the top far left of the screen at the very beginning of the stage contains a Ball Blaster Gun. Blow up the missile racks and cannons. The enemy will have a blast! Don't forget about barrels, as destroying them yields an extra life or two. If destroyed, many crates yield weapons. It is easier to kill the creatures resembling Tiny by using the missiles.
If you enter doors, observe the floors. Each one has a pattern. Watch for a 'free guy from the sky' sometimes falling down. As always, walk past the exit door, since extra lives and other items fall down. Blow up barrels and crates. They have extra lives, weapons, and Energy. Don't walk on the red circles that inhabit the floor.
Hurry through this one. It's potentially the most dangerous area so far. The blue disks falling from the sky can end a life quickly. Most objects here can be blown up to reveal an item, but it's best to just keep moving!
Avoid the red circles (again!) and wall holes! The circles are still deadly, and the holes shoot explosive balls. Stay low and blow up crates and barrels whenever possible.
Make sure you have an ample missile supply. Soon you will reach the toughest character in the game so far: K-909. When you reach K-909, make sure you are lined up with him, and then jump and fire missiles at his 'eye.' The crate at the top of the screen in this area contains missiles.
This area is simple except for the floating blue balls, which should be avoided at all cost! Crouching works best, and the main object here is to destroy the red vats and tubes, which contain King Pin's drug supply and equipment. You should now be heading for the final areas and the showdown!