Hmm. Not like I'm an expert, but I can comfortably get to the 4th stage.
Tunnels being a problem for some, here's how I deal with them: time your move just right, and move directly up or down - the scenery moves the right speed for your ship. It's just a case of knowing when to move and when to stop. That's just for the tightest sections, the rest of them should be easy enough. Hope that makes sense.
Stage one should be no problem bar the turrets and the tight caves (fnar). I think the turrets are random as to when they fire, but I find aiming a couple of bombs and holding back, before moving quickly forward through their line of fire lessens the number of times they'll hit you.
Stage two is easy if you don't mind a lowish score: stay high, and a bit more towards the middle distance to avoid those bloomin' jumpy rockets. Otherwise the previous level's tips should work.
Stage three is where your score should bump up dramatically. Stay high, and drop bombs constantly for lucky hits on turrets and fuel. The flying enemies are hard. Try to get them to aim for you when you're slightly lower on the screen, and then fly high and release bombs - you'll hit quite a few that way. Otherwise, just weave between them, high to low then back, while firing as fast as you can. You've generally got a few seconds of them wobbling about towards the right of the screen before they make a beeline for you.
Stage four is similar to stage two in Scramble, with thoseup/down enemies, the difference being how they move along the terrain here. I find that moving in sweeps left to right while firing hits a fairly large percentage of them by gathering your shots better - that'll be the free flying ones. The others that crawl along the terrain should be dealt with by dropping bombs over hils to hopefully hit them before they reach you. I don't get past here because while I'm concentrating on hitting those guys, the turrets (which seem to fire more in this stage) keep blasting me while I'm not looking.
Yeah, tough as f**k game, but my favourite so far in the Game Room.
Hope that helps.