KLAX

You can warp to level 56 by getting a "Big X" on level 11. You can also warp to level 51 by getting a "Big X" on level 6. Both of these give you bonuses of ~60,000 points.

To get a 5 vertical Klax do this.

Get two tiles of one color in one bin and two tiles of a different color in another. Choose on of the two colors and 'save' three tiles of that color on your paddle. You can do this by dropping the tiles of another color, or by throwing them back on the belt. Get the three tiles stacked TOGETHER on the paddle. Having other colors in between will slow you down.
Now wait for a tile of the OTHER color. As soon as you get it, drop it on top of the stack of two and then AS QUICKLY AS POSSIBLE more over the other bin and drop the three other tiles on top of the two you already have. Do this while the 3-vertical KLAX is being scored. When the game finishes giving you your 50 points it will look for other KLAX . You will then get 30000 points for your 5 KLAX.
This is great for points waves and you can 'quickly' stack up millions of points.

I got this from the Gameboy FAQ:

24. Awesome Klax pattern:

  last brick --->4 2 1 1 2
                 1 4 3 2 1
                 3 3 4 3 3
                 1 1 2 1 1
                 1 2 1 2 1