Fighting Ridley by standing underneath him is both terrifying and hilarious. You'll have no idea how he still hasn't killed you yet.
Get the Super Missiles ahead of time, and it's possible to kill Kraid in just four shots and two seconds. Hello Kraid. Goodbye Kraid.
During the Zero Suit sequence, theres two points where you can set off a chain destruction of stone platforms with your gun, which sends the Space Pirates chasing you careening to the ground. One of them just barely misses the jump to your ledge.
There's a robot blocking a hallway in the Pirate Mothership that walks really slowly. REALLY slowwlllyyyy. So how do you get him to speed up when you're in a hurry? Simple, shoot missiles at him. He instantly quickens his pace. Yet if you drop a Power Bomb... he barely reacts.
Samus' delightfully dry comment about her weaponry after getting shot down: "All I had for protection was my rather useless emergency pistol."