Purchase the Golden Fury attack from the sensei at Shinshu Field. The move costs 100,000 Yen, but it's well worth it--Golden Fury lets you pee on your opponents for damage.
When you first get the Devout Beads divine instrument, set them as your primary weapon and move your reflector to your secondary weapon. You can then perform a parry move by pressing TRIANGLE during combat. Time the parry just before an enemy attack hits you and you'll counter with a pile driver that kills many enemies instantly.
There are two loading screens in Okami:
The first one is a trail of paw prints followed by a picture of Issun, you can make the paw prints bigger by pressing X a little bit before they appear.
The second is a screen where pressing X multiple times will place a number of paw prints on the screen.
On particularly long loading sessions one can attain demon fangs. By carefully pressing X on the "trail" loading screen all the way through where you would normally see Issun, you will see big paw prints and a demon fang. The second type press X as fast as you can until you see a demon fang. Each time you do this correctly those demon fangs will be added to your inventory.