Restore Health
Say you'll stay the night at a hotel. Go to the save screen and press B to escape the menu. You will have full health.

Easy Agility
If you want a very high Agility stat to avoid enemy attacks more often, there's a very simple way to do it. First, head to an open space - in Brannoch, Melrode and the path along Melrode Monastery work nicely - and start rotating the control stick so that Brian will continuously run in circles. While you're rotating unplug the N64 controller you're using. If done correctly, Brian should still be running in circles. The more you run, the more Agility you gain. With this method you can leave the console on and gain a nice amount of agility without any work.

Secret Castle
Play until you reach the desert section. Explore the southeast part of the desert with no walls until you see a gem floating in the air. Touch the gem to be teleported to Shamwood, a castle that doesn't appear on your map and is full of items.