The second Legend of Zelda game is polarizing in the Zelda fan community because it's way different than the first game, but assuming you did like it, I've got a tip to that'll help you out.

Normally, once you lose all your lives (you get three to start) you get the game over screen and the choice to save the game or to continue. Which is great, until you want to save and quit and there's no easy way to blow through your extra lives to generate the Save screen.

In that case you would press Start to pause the game

Then press Up on the Cross-pad and A on Controller 2. The result?

Taken directly to a Save screen!

Handy!