One of the two hardest achievements. You´ll surely need a saved game with many screws, because you are going to lose many screws in this one. Keep always energy tanks with you, and try not to buy anything else from the store. You´ll need most money you can earn. Save after completing each level, if you think you have used a few energy tanks (better if you don´t use one). If you die near a checkpoint, just die, don´t lose an energy tank for a life. If you haven´t got many lives by some level, just kill yourself until you get the continue screen, and save after that.
Don´t ever shoot if you don´t need it, and don´t dare to kill any enemy in your path, if it isn´t an unavoidable boss. Suicidal enemies don´t count if you aren´t the one that killed them. Bosses minions don´t count too. Another cool tip is that if you get damaged near a pit, you can face the other direction before getting damaged to control where you´ll land after that. That´s needed in Wily´s Castle 3. You should also spam R. Coil and R. Jet. They can save you lots of life energy, and you´ll surely need it. This achievement unlocks after the credits.