To skip the stage 2 and stage 3 in the warp ship, exit through the hard way. This will allow you to bypass the first few stages.
Defeating the Boss
Save your bomb for the Boss. Use RAM when you need extra firepower. The X beam is very powerful if you build it up. The L beams and C beams are some of the best weapons. M bombs are good for the Boss in the warp ship and the one in the city place.
Escape the warp ship
An easy way to escape the warp ship is to use the M bombs on those machines. That allow you to warp. Exit the easy way.