In the hallway east of the yellow key, look through the window to the east and shoot the lion face. This will enable access to a supercharge. (sector 40)
In the hallway west of the yellow key, aim through the western window and shoot the lion face. This will allow access to megaarmor. (sector 41)
After taking out the cyberdemon, jump into the alcove where it stood to obtain a megasphere. (sector 68)
From the south, the blue door can only be opened once. In cooperative multiplayer, once the door closes, any player south of the door will become trapped. If every player on the other side of the door dies and respawns, it will become impossible to finish the level.
At the north of the level, the teleporters in the nukage pits, rather than rescuing you from damage, will warp you into the larger nukage pit, killing you if you teleported at low health, or if the metal bridge has not been raised yet.