1) If you want to make finding the secret exits easier, your top priority is completing the game. Once you do, all the Mushroom Houses open up for business... and stay open! You can go back in as many times as you like to collect extra lives or the different suits you'll need.
2) Speaking of suits,
Level 1-4 is a very handy place to become Mini Mario free of charge!
3) From time to time you'll get fireworks for completing a level. To ensure getting fireworks, hit the end of level flag when the last two digits on the clock are a multiple of eleven (e.g. 11, 22, 33, etc).
4) Even better, if you do the above, a Mushroom House will appear at the beginning of the world where you came in! You should go in straightaway and collect an item to make it disappear. If you don't, nothing will happen the next time you do the trick.
Different Mushroom Houses appear depending on what the multiple of eleven is:
11 gives ordinary Mushroom House (a power-up will be assigned at random).
22 gives ordinary Mushroom House.
33 gives ordinary Mushroom House.
44 gives a Mushroom House for lives (get a random number of extra lives).
55 gives a Mushroom House for lives.
66 gives a Mushroom House for lives.
77 gives Giant Mushroom House (get a Mega Mushroom).
88 gives Giant Mushroom House.
99 gives Giant Mushroom House.