-During the last fight against Shredder, Shredder splits up into two forms. They're identical in appearance, but only one is real. However, both forms can use the lightning attack that instantly kills you by turning you into a normal turtle. However, when either form is weakened to near death, their helmet flies off. You can tell which Shredder is fake by noticing which one loses their helmet very quickly. He also cannot use the lightning attack without his helmet on. thus, for the rest of the fight, ignore the fake. If you kill the fake, the real Shredder will release another fake and you'll have to worry about lightning from both forms all over again.
To easily defeat the robots that shoot lasers and move really fast, wait near the right of the screen and, when the robot moves to the right, try to attack it to make it go right and make it bounce until it is defeated.