Underkills/Early Button Activation: If you jump just before you hit an enemy, you can get a bounce off of the enemy without taking damage. The trick still works if you are inside the enemy, but you take damage. This also works for the button at the end of the game.

Damage Boost: You can take 2 damage each world before dying. The star at the end of each world regenerates your health, so you can damage boost through 2 enemies each world. This is primarily beneficial for the Third World, where you often have to wait for cheep-cheeps to move.

Instant Jump: Holding down jump will make you try to jump every frame. Holding jump and right after certain points can create set-ups.

If you have any tips or tricks, put them into a thread and I will add them here.