To skip levels, hold RT to kill yourself repeatedly. A "Coward's Way Out" option will appear.

To unlock the Scientist Gamerpic, complete Level 1-4 in Multiplayer mode.
To unlock the 'Splosion Man Gamerpic, complete Level 1-4 in Single-Player mode

To unlock the 'Splosion Man Premium Theme, complete Level 3-18 in Single-Player mode.

To unlock the 'Splosion Man t-shirt, break any glass.

To unlock the Doughnut song, in chapter 1, hold one of the fat scientists and stand still.

AVATAR AWARD - HOW TO UNLOCK
Splosion Man T-Shirt - Break your first pane of glass.
Big Science T-Shirt - Complete all of the game's levels in co-op.
Splosion Man Sweatshirt - Break your first pane of glass.
Big Science Dress - Complete all of the game's levels in co-op.
Dashboard Avatar T-shirt - Break any glass to unlock the 'Splosion Man T-shirt.

ACHIEVEMENT - HOW TO UNLOCK
Get Them Out of Our Schools (10 points) - Kill 10 Scientists.
Master of Controls (10 points) - Edit the controller configuration.
You're the Best Around! (25 points) - Beat Single-Player mode.
A Little Help from Your Friends (25 points) - Beat Multiplayer mode.
Omaha Steaks, Delicious! (15 points) - Create 5,000 filets.
Not a Portal Reference (25 points) - Collect all 47 cakes in Single-Player mode.
Sugar High (25 points) - Collect all 47 cakes in Multiplayer mode.
Get Over Yourselves (10 points) - Select "Credits" from the "Help & Options" menu and watch the entire credits.
Only Gandhi Would Be Proud (10 points) - How long can you handle being a pacifist?
Lay Off the Caffeine (10 points) - Let your hyper little brother play the game for a bit.
All Hail The Splode King (25 points) - Beat the Single-Player game in Hardcore mode.
Eventual Destruction of a Galaxy (10 points) - Be on the lookout for an old friend.