Get 8 C icons. It will reset to 1 if you pick up another and reset to 0 if you die, so ideally you would get 8 and then never die or pick up another one, but that can be difficult because of stage 5 potentially forcing you to pick up the Super Burner or Super Ball. Picking up the Super Burner or Super Ball won't change the counter, and picking up one of them before you hit 8 and then getting another C will allow you to have the 3-way while the counter is at 8, but if you don't want either the Super Ball or Burner, you'll have to pick up another C item to get back to what you had, resetting your counter. The hardest part of the game, at least for me, is forgetting what number you are on if your counter gets reset.
Super Ball is the best weapon in the game by far, and it's so powerful that I go out of my way to avoid it entirely because it makes the game too easy, but if you have to be stuck with something other than the 3-way, make sure it's the Super Ball. Burner does the most damage, but the Super Ball goes through walls, making it an extremely good weapon for almost every situation in the game. Hold the button to spin to win and release to shoot. The shot does more damage than spinning.
There are 0 Zigs on stage 1 (this lets you easily fix the position of your C counter on loops without missing anything. The counter carries over between loops, BTW, unlike everything else except the energy extend and bomb stock) and then 1 each on stages 2, 3, and 4, and then 2 each on stages 5, 6, and 7. Make sure you shoot them when they are at the far right edge of the screen for the most points, and if you get all of them in a loop you'll get a lot of points from doing so. Dying at any point on most stages other than the beginning of stages 1 or 3 or the end of stage 7 will probably result in you missing at least one of them, so try not to die. No extends are given after the first loop, too, so... yeah, try not to die lol. Milking is basically impossible, or at least highly not recommended, because of this.
Oh yeah, and don't be afraid to bomb. Bomb the shit out of the game if you need to, especially if you feel at any time that you are at risk of dying; bombs are worth points, but it's way better to bomb than to die and the game gives a huge amount of bombs. Don't hesitate and don't think about it. Just bomb if you even remotely think it would be good to do so for safety.