Sega Master System / Mark III / Game Gear
On the parts select screen press x7, x2, x9. A 2-digit number will appear. Press right to increase the Round number (first digit). Press left to increase the Stage number (second digit).
You will also be given 3,000,000 points (which you can use to buy parts) and 8 continues.
You can activate this cheat on the parts select screen after each stage.
(Cheat found by ian)
See the main page for (Taito) Chase H.Q.