After a cutscene, or a major battle, BACKTRACK! A lot of the bonus things will appear after you've gotten so far into the level. Example, you ask?
************SPOILERS???*************
In the first level, when you enter the room that looks all blue-ish and has the first climbing vines that you see (There's a scene when you enter, Spyro says something like "There's a light, we must be getting closer!" ) In this room, there's a blue crystal at the other side of the room. BUT! After the Golem scene in this room, two more blue crystals will spawn, along with the Elite Enemy of the level.
So yeah, that's the trick to getting all the bonuses in levels.
ALSO! Don't forget to explore every nook and cranny! Some things can be well hidden, like in the same blue room I described above, there's a Magic+ crystal off the edge of the level on a floating platform

Hope this helps!