|Debug mode in Sonic 3 and Knuckles|
While playing sonic 3 and knuckles press Left, Left, Left, Right, Right, Right, Up, Up, Up in the mushroom hill zone, while on one of the pully things. (Just like level select in normal Sonic and Knuckles.) I think you have to do the level select code first.
Level Select for Sonic 3 and Knuckles
In the first Zone first Act (Angel Island). When hanging on one of the swinging vines at the beginning, hit: Left, Left, Left, Right, Right, Right, Up, Up, Up. You will hear a ring notice. Pause and hit "A" to rest, at the title choose Sound Test.
Level select when locked onto Sonic 2
Level select when locked onto Sonic 2 At the title screen hit: Up, Up, Up, Down, Down, Down, Left, Right, Left, Right. If entered correctly you should hear a ring sound. Then hold A and press Start.
Walk through walls
On levels that allow you to travel upwards or downwards greatly as you progress as Sonic, go to an area where Knuckles' path starts. Hold down and wait for the screen to drop, then jump (do not spindash). If done correctly at a area that will cause this, the screen will shift and scroll in a loop back to you. During this time, you are free to walk through walls. This can also be done in select areas of levels where there is no path for Knuckles.