Secret Exit - Pass through the Midway Gate, come out the first pipe, make your way through the rising and falling ceiling maze part, and go through that pipe. Now, you have to be Caped Mario at the part where you see your first Mega Mole. Kill him with your cape, build up enough speed and fly up and to the left onto the top of the ceiling. Continue to the left until you drop down to the Key.
Also, just before the falling ceiling maze, there's two Q-Blocks. The first (and visible) Q-block releases some Yoshi-wings for a secret bonus area, if you have Yoshi with you. Which is cool, as Mario riding Yoshi is too big to survive the ceiling maze. The other block is hidden off-view in the upper-left above the pipe you just came in through, and always has a feather (Probobly a green block).