Band Land - Bongo Hills in particular was very tricky to get past.(Going to have to backtrack to get the rest of the cages too...) I'm basically at the 2nd boss stage now.
If it gets any harder I may have to drop the game. I like it a lot, but it's the type of game where you have to practice the levels and memorise patterns. One slip up can cost you a lot. Plus, grinding for lives can be tedious if your not going to use the life cheat.