I've found a couple glitches myself when making my first levels, so I decided to sign up to the forums to explain them all in hopes they'll be fixed. I also uploaded a demo level to allow all three to be tried. Click this link to try out my demonstration level.
• If a teleporter leads you to a second teleporter placed at the very top of a screen with no level areas above it, Mega Man will be shot out above the level, walking on invisible floor three tiles high from the screen he was just on. This can be tried in Xane Castle when Mega Man gets launched to the top of the castle as I didn't know about the "one-way teleport glitch" then.
• The Search Snake
flies really fast to the left off the screen if it tries to move up a top-right tile that is only one tile above the surrounding ground. In the demo level, throw some of the snakes to the right of the small raised section and they will appear to disappear, but if you stand close enough to it, you'll see the snakes appear on the left side of the screen for a split second.
This doesn't happen with top-left tiles or upper transition tiles with raised areas of 2+ tiles. Here's a video of this particular glitch
from when I first encountered it.
• Last, if there's a tile one tile after a horizontal screen transition, Mega Man can walk off the screen. When the transition happens this way, Mega Man can still move around, no enemies/items appear in the next section, and a lot of tiles don't have collision beyond a certain point. In the demo level, walking into the small opening will trigger the glitch but jumping through avoids it.
EDIT: Forgot about another glitch; If a Shield Attacker is placed in a horizontal-scrolling area, like if it's off the screen to the right and Mega Man's coming from the left, the Shield Attacker will sometimes go through the right wall if it's off-screen. I suspect collision isn't enabled off-screen, as the last glitch above showed me, so to the enemy, there's no wall there until I approach and then it's through the wall. This is why in Xane Castle the screen does a transition right at the beginning; Otherwise, it'd be less of a leap of faith off the right side of the screen.