Easy way to find secrets in walls (the levels that have them) is press the T button, it displays the "boundaries" of the game, you can look for holes in the boundaries.
Great game! The cargo challenges were pretty hard though. I used this equipment and was able to complete them all. Just be sure that you watch your booster fuel and don't go over and also try to get through gates.
Head - Mark-V-AH
Body - MK-III-IF
Fins - MK-III
Engine - MK-IV-FB
Boosters - MK-IV-FH
Add-ons - Radar-1, cooling system, built in cystern, refueling
Upgrades- all to the max.