Okay, I just finished my 5th playthrough of the game so I decided to come up with a list of tricks that a lot of people probably wouldn't notice on their first time through that have really helped me along the way.
Also, it's worth noting that a full playthough from start to finish averages out to about an hour and the game really really really doesn't like it when you tab out of it from it for some reason, so if you plan on beating the game you are going to have to plan on having time to do it in one shot.
Edit: Apparently after you beat the game a sixth time to difficulty increases.
Blue Rocks - If you see a blue rock amongst a bunch of regular ones and have spare bombs you need to blow it up, it will ALWAYS have something inside it. Usually it is faith (the blue hearts) but I've also found keys, bombs, and silver chests in these rocks. It is almost always worth blowing them up.
Crossing gaps - You may have noticed from time to time that there is an item sitting across a hole in the floor. There are several ways to get to this. The easiest way is to create a pass by blowing a rock up with a bomb. If you place a bomb behind a rock it will blow over the hole in the opposite direction from where the bomb is placed and allow you to walk over. There is also an item from the store, it looks like a ladder but I don't remember the proper name, that allows you to cross a 1 square gap at any time.
If a hole is more than one square the only way to cross over it is either by finding the Demon Wings or the Hanged Man tarot card which will allow you to fly over the gap. You can also pull the item towards you, assuming it is not a chest, if you have the Magnet item.
Pills - Pill effects are randomized each time you play, that is to say that while the orange pill may have given you better tears last game, it may cause you to shit bombs the next time you play. While the effects are always random, once you discover a pills effect that pill will have the same effect for the duration of the playthrough.
Secondary Weapons - Secondary weapons recharge by clearing rooms, but not all secondary weapons recharge at the same rate. For instance the Tammy's Head will recharge every time you clear a room, but the Yum Heart requires six cleared rooms for a full recharge.
You can purchase a Battery from the store that will allow you to recharge items by doing damage, however recharging in this way does not differentiate between items. It will charge each one block at a time no matter what the item is, however this is in addition to the charge you get from clearing rooms so it is almost always a good buy.
Bombing Doors - If you need to escape a room or just don't want to clear it, regular doors can be forced open by bombing them. This applies to troll bombs and fly bombs as well.
Store Sales - If an item in the Store has its price in a red font, that means it is on sale. Items on sale are always reduced 50% with the price then rounded up to the nearest penny. If you find an upgrade on sale for $7, usually $15, it is almost always recommended you buy it.
An upgrade called Steam Sale can be found or bought in the store that will permanently make every single item in every single store on sale. Buy this item.
Secret Rooms - Secret rooms are almost always in between three or more rooms, so if you have extra bombs it's worth trying out a square on the map if three rooms surround it. You've probably already noticed this too, but the secret room entrance is always located in the middle of the wall.
Even if you know where the room is by using a Compass, Spelunkey, or the x-ray glasses it is worth mapping out the rest of the dungeon before going into it. If the secret room connects to a shop, treasure room, or arena you will be able to enter them from the secret room without having to fufill the requirements, sparing you a key or allowing you to enter an arena without full health.
You can also try entering an arena, stealing the treasure, and then exiting through the secret room to avoid having to finish off the enemies that spawn.
Stores vs Treasure Rooms - If you only have one key and a surplus of money (25-30+ coins), I've found that it is usually worth going to the store rather than the treasure room if you already have a secondary weapon you really like. The store is usually guaranteed to have a passive upgrade where as the treasure room is more likely to have a secondary weapon. You may also be able to buy another key if nothing else so it's usually worth the trip.
Arcades - This is usually how I clear the aracade: I start off by blowing up the skull game because it is pretty much useless unless you really need hearts or keys. I'll then put all my coins, or however many I'm willing to spend, into the slot machine until I'm empty. If it spit out extra hearts that go over my max, I'll deposit hearts into the blood machine until I can get back to max and then blow it up. I then empty my new coins into the slot machine and then blow it up.
The idea here is to get the maximum amount of spins out of the slot machine because it is really the only one worthwhile if you have a surplus of keys and bombs, which is really you should have if you are wasting money in the arcade. The slot machine will often toss out pills or even better loot on rare occasion, so it is best to spend your money there if you want to really pump up your character.
Beggar Kid - If you see one of these you should always try to get at least the first item out of him, if you have a lot of coins you should give him money until he disappears. I've gotten everything from tarot cards, to HP upgrades, to secondary weapons out of him before he disappeared. These guys are a fucking life line, especially in The Womb, so you should always look out for them.
Taking on The Womb
The Womb is the set of levels unlocked after defeating Mom for the first time and it is much much harder than any other section of the game. There are no special rooms, hearts are very scarce, and rooms have regular monster replaced with bosses.
I once found a room with two Monstros and a fucking upgraded Chubs, this is some serious shit.
Once you defeat Mom you are locked in, you must advance into The Womb and you cannot go back to any previous rooms, therefore it is important to completely clear the floor before taking her one.
The most important thing to remember is that there are no shops, or at the very least they are extremely rare because I've yet to see one, so you should spend all, or at least most, of your money before taking on Mom. Slot machines and Beggars and pretty common in the Womb, but even so you may want to empty your pockets before proceeding.
There are also no treasure rooms in The Womb, there are chests from time to time but if there are any left on Depths II you may want to empty them out before proceeding.
If there is one item you want to save for The Womb it is bombs. Items, Slot Machines, and Beggars are almost never easily accessible, often requiring you to cross rocks, spikes, or unlock blocks to get to them. There is also no Blue Block equivalent in The Womb, although some blocks are still capable of producing rare items if you blow them up. There are however still secret rooms, although they are much rarer, so if you have an item like Spelunkey you should definitely consider saving them.
If you can find a Full Health pill or an offensive tarot card like The Devil or Death you'll want to carry it on you into The Womb and save it for the final boss.
Beating the Last Boss - The last boss is basically a huge stationary target that descends from the middle of the screen, allowing you to damage it for a brief second before spawning two monsters. When you first enter the room there will be two eyes sitting on opposite ends of the room, takes these out first before focusing on the boss. Once they are down and you've done some damage it will then enter into its pattern of descending for a few seconds before spawning baddies and retreating up into the ceiling. Once you've got it down to about a quarter of its health it will stay down permantely and start throwing bombs everywhere in addition to spawning monsters. At this point you should be focusing fire on the boss exclusively unless the monsters become a real threat. It's worth noting that the bombs the boss throws damage enemies as well, so it's better to lead them into the explosions if you need to take them out quickly.
I find that beating this boss is much easier than Mom if you know how to deal with the individual enemies, but if you aren't constantly on your toes it will punish you heavily for it.
That's all I could think of for now, feel free to add your own tips if I forgot anything.