I love this game, but I do think the jump seems to be a little off. Occassionally you won't get the full distance and it seems to be kind of random. I even remember switching controllers several times the first few times I played the game, until I finally realized it was just the jump "mechanics" of the game.
With that said, the game is a lot of fun and awesome to look at, enough for me to keep going back, despite my occassional frustration w/ random jump.
P.S. - The stage select code is what you might be thinking about. If you get to stage 3 or higher, you then put in Run, Select, Run, Run, Run+Select, Select, Run.