Familiarize yourself with all of the weapons and their Ultra Attacks. It’s okay to have a favorite but you need to be flexible as you never know which power-ups you’ll get and when you’ll need to use different attacks.
Know when to grab power-ups and when to let them lie for a bit. Particularly in the case of the power-ups that offer temporary assistance, it is sometimes better to keep them for when you really need them. Just don’t forget about them.
Use your Ultra Attack. It’s easy to ignore it, but if you have a full Ultra Meter you should be using it soon. Ultra Attacks are great for clearing out crowds, but make sure you look for a good opportunity to cut a retreat before your Ultra Meter runs dry.
Keep moving. If you’ve played a twin-stick shooter before you probably don’t need this advice, but enemies in games like these are designed to swarm a stationary target. Always be on the go.
Aim your shots. The game will do its best to auto-target if you stop shooting, but don’t rely on that. The nearest target isn’t always the one you want to be shooting at, and a lot of the weapons don’t track well if you’re not personally directing them.