Make no mistake, Battletoads hates you, but there are ways you can even the field a bit.

Like in Stage 1 for instance, if you're fast enough dispatching the first two enemies (and you have to be really fast, under 10 seconds fast), you'll notice a flashing area up on the first platform on the right.

If you can touch it, you'll be warped away to level 3, a.k.a. the Speeder Bike level

The main drawback is that you will have skipped Stage 2, and will have missed the opportunity to stock up on some lives there, but you have alternate methods for that anyway.