Since I didn't have much access to the Genesis library in its heyday, I missed out on a lot of games, like Zool. So now, when I do get a chance to play them, I make sure that I tip the scales to my favor any chance I get.
So, in Zool, I pause the game, and hold in the Start button. Then press Down, Up, Left, Left, A, Right, Down (which kind of spells out the word 'Dullard'). The screen will light up halfway through the code, like it's been un-paused, but it won't be. Finish out the code an you get a bonus life! And, you can do this as many times as you want to stock up!
Easy!