Majuu Ou / King of Demons

Level select:
Press Select(15) at the title screen. The "Option" selection should be highlighted. Select it, and the "Map Select" option should now appear in the "Music" option menu.

Ultimate form:
Play as each of the three various forms during the game. This is determined by the color of the crystal selected after defeating various Bosses. If done correctly, you will get a silver crystal at the second to last level. Use it to have the ultimate form during the last level.

Good ending:

Successfully complete the game while in the ultimate form.

출처 : http://www.gamewinners.com/snes/Majyuuou.htm