Early Screw Attack
It's very tricky to do, but you can use the Speed Booster to get Screw Attack before defeating Ridley!
First head to the room directly below the path to Screw Attack (It's directly to the left of a save room). Locate the hidden Speed Booster blocks on the ceiling (using bombs) and remember where they are. Head one door left and position yourself as far left as you can. Make sure there are no enemies in your way, shoot open the door, aim diagonally down, equip missiles, then start running to the right. Immediately after entering the next room, you must missile the enemy on the ground while still running, then quickly shoot open the next door. Once you're in the Save Room, you should reach full speed, so crouch to store energy, then press A, then left, to dash against the hill (keep holding left to keep Samus running). Still Speed Boosting shoot the door and run into the room on the left. Crouch to store energy again, then position yourself directly below the Speed Booster blocks you located earlier. Press A, then up, to jump through the ceiling. Head 2 doors right and pick up the Screw Attack!
Early Hi-Jump / Early Access to Ridley
(Note: before attempting this, it is very important that you master the Wall Jump. Also, it helps to follow a map for reference.)
After getting the Ice Beam, follow the path around until your back in Norfair's main shaft (you should be at the top-right corner of the area). Normally, you would fall down some pit blocks to end up where you had come from, but do NOT touch them. Freeze the Ripper when it is nearest the wall on the right. Jump over the pit blocks and land on the Ripper, then jump straight up and fire a missile at the very top-right corner of the room. This should reveal a secret tunnel that eventually leads all the way to the bottom of Norfair, near Ridley's lair (you will probably need to wall jump to get through it, however).
Once you've reached the bottom of Norfair, work your way back up until you've reached the Chozo Statue that points you to the Varia suit. Head through that room; after you've exited, you should see one of those morph ball rockets; DO NOT USE IT. Fire two missiles at the wall behind it and use the wall jump to make your way back up the shaft you will be in. After you have made it through, you should be in front of the door leading to Hi-Jump.
(In short, you must work backwards through this area).
Go into Morphball mode, and lay a bomb. Just as the bomb blows up, lay another. If you keep getting higher, then you're performing this cheat correctly. If you keep falling to the ground, try using different timing. With this, you can get to really high places easily.
How to Get Those Bugs Off of You...
When the bugs get on you, form into a ball & press B (which is bombs) and the bugs will die.
If you do a SpinJump against a wall so you can't move anymore, you can press the opposite direction you are going and A at the same time to launch off the wall. This can be used multiple times to scale narrow vertical areas. (Note: this is not necessary or possible once the Space Jump is acquired.
How to beat Meca Ridely Easily
Wait inside the room where Meca Ridely is and stand right by the door. stand still until Meca Ridely lifts it's hand in the air and then space jump straight up so you dodge it's hand. Shoot regular missiles at the red light on Meca Ridely's chest, until it blows the glass. (If it fires fireballs then space jump and stay in the air in between them) Then shoot a super missile to the red light. ( It took me 7 super missiles to kill it) Dodge it's laser eyes with space jump and hit the missiles with screw attack. If you do that right, you can defeat Meca Ridely with lossing only 1 bar of energy.