The first thing you might want to do (after collecting the 12 rings on the rails that you start on) is to get the extra life on the platform below where you end up landing. After getting the Awesome bonus from jumping off the rail, quickly go down and grab the extra life. As long as you make it back up in less than 10 seconds, it will be worth your time, plus you'll have an extra life to boot.
After that, as mike already said, you should go to where you got the Ancient Light upgrade and combo the enemies there...although what I do is take the spring right after the rocket and grind down the rail there for 500 points, then charge a spindash (towards the rail) and go back up the rail and back to where the spring is (turn after passing the spring so you don't go shooting off and falling off the level), and then go and combo the enemies up there. You can always practice this since you should have gotten the extra life earlier, so that if you mess up, you can restart and retain the same number of lives you had.
Another thing you might want to do (if you haven't already done so) is to get the capsules on the pumpkin monoliths after the second checkpoint; that is, do a homing attack on the beetle right after the rails turn for the first time, then use the spring and get the extra life and the 10- and 20-ring capsules for 500 points. To get back on the rail, jump down and do a homing attack on the 5-ring box below (although make sure you're around the same height as it, otherwise you won't home in on it and will likely fall to your doom), then nudge Shadow toward the rail slightly to make it safely.
There are plenty of capsules on Church Mountain that you can get (if already haven't) if you take the time to look.
Jumping off the rail after the third checkpoint to get capsules, then getting back on the rail rewards you with tech points (also you did get the Gold Beetle, right?).
That's pretty much all I know of that many gamers would overlook. Hope that helps!
