Well I really enjoyed it! Never got far back on the NES... it also had one of those styles that really stuck with me. Those flying nose things or whatever creeped me out. But then I purchased it on the VC and beat it. The changes in gameplay was really nice I thought.
When in horizontal corridors, make sure to shoot the ceiling and bomb the floor as you go through. When in vertical corridors, fall down until you reach a door that you can access. Enter and look for stuff. If it's a dead end, turn around and keep falling. If not, either turn around and close out the corridor or pop out to the next vertical corridor and keep falling. Repeat until you hit the bottom, and then climb back up to see if there's anything that you missed. You might not find all the missiles that way, but you'll find enough stuff to beat the game.
I started the game over from the beginning and this advice is garbage, sir! I died about 10 minutes into the game.