Great Game!
Overall a fantastic game that's stolen quite a bit of my time, in quite a good way.
But a few things keep it from being absolutely perfect.
For one thing---at least with the PC keyboard (I don't know how well the joysticks work)---it would be nice to slow down your movements. E.g., hold shift as you move to move slower. A few levels were rendered difficult only because they required precision movements that required just the right amount of tapping of the keys.
Secondly, hit detection was sometimes off. Once or twice a projectile flew right through me. And more than once or twice I hit a bad square when it seemed like I shouldn't have. (I realize this just requires you to "learn the game" and avoid them a bit better, so that's not my biggest qualm.)
Third, I thought you could have had a sizzle sound effect for being consumed in lava :) --- rather than the standard gloopy sound effect.
Fourth, I don't think you should be able to wall jump off the side of the screen. You should either die, or start falling off screen and die if you don't recross back into the screen play area (on a non-death surface) before you reach the bottom of the screen. The first level in which I came across the requirement to wall jump off the side of the screen, I was confused.
Oh, and in the twin towers level, there's a "glitch"/cheat where you just immediately run right, and you can get to her before your invulnerability runs out.
But a fantastic game overall (I'm being picky except on the first point), loved the "retro" artwork and visuals.