Secret Weapons

-1st Stage:
On the first level, if you blow up the sub-boss's engine (the platform he's standing on) you'll go to an underground city (right after you kill him). This time around the boss will be black instead of green. During the fight every once in a while a juno will come out of his back. Damage the gunpod and collect it. Now you have a juno at the start.
-4th Stage
As you fight the submarine, before the mid-boss, destroy the large part before it even has a chance of shooting anything (a Hedgehog would help here, and i dont mean destroy the turret, i mean the other part). The turret will then detach from the main body and start shooting. Destroy that too as soon as possible (again, use a Hedgehog) and it will release a Juno.
-7th Stage
Destroy all three red fighters that appear before they leave the screen. Besides awarding you all three secrets of this stage, if you destroy the first two, the third one will carry a Juno. Just make sure you don't destroy the Juno before the Fighter

-5th Stage
In the first part of stage five, after you get across a huge wall through a hangar-like conduct, you will emerge to the daylight again. Well, just before you rise above the ground level you'll see a huge APC-like vehicle in the background, that just enters the screen and stops before a wall. Well, you can destroy it with homing WASPs, and it contains a Python. You have to time the missiles so you'll destroy it while it's fully on-screen, or else the Python will leave the screen. Also, it will move to the foreground and dissapear, so catch it before it does so.

-3th Stage
In the third stage, just after beating the mid-boss, he'll fall through a well. Then you'll follow that well down, while a hexagonal prism-like ceiling above you produces fighters that shoot blue flare-like things. If you destroy the ceiling, a lot of destroyed ships will start to rain down from it. Well, if you manage to destroy every single of these ships (I'd reccomend two Junos, or at least two vulcans), a Flash will appear after them.
-5th Stage
This is during the confrontation against the fifth stage's mid-boss. Sometimes, the box falling down for him to throw at you will be red, and there will be a Flash inside. I'm not sure about the conditions, but it appears almost every time I shoot at his legs and arms.

-5th Stage
It shoots missiles that can be guided with the D-pad. Of course, you'll still be controlling your ship too. The Mosquito is found after the mid-boss (that looks like a stingray). After he dies, and the screen starts scrolling, you find a spread cannon. Equip it and point it backwards. Drop as far down and as fast as you can, off the ledge and shoot backwards to destroy a small ship, and more barrels to receive the mosquito.