Try to focus on the center of the screen, as the largest number of hearts usually appears in that area.
Power-ups
Activate a Shield at the start of a level and bring a Revive long. The cost for both are 1,500 hearts. Collect the power-ups that you encounter that are flying around.
Rockets
When an exclamation mark appears, it indicates that a rocket will fly in from that location, from right to left. Adjust your height to avoid getting hit by it.