Decent survival pickups for this mode seems to be
Stage 1: BB (bouncing bullets)
Stage 2: H (homing)
Stage 3: S-BMB (Small Bombs) These cancel bullets up close and are great for the bosses. Not so good for the stage, but just be careful and you'll be alright.
Stage 4: BE-Ball (Bouncing energy ball) You want to keep this weapon for the rest of the game now, it's fab!
Stage 5: Keep the BE-Ball, just grab bomb or health. I'm not sure if I've tried the x-bot on this stage yet. That might be better for score if it kills enemies very quickly, but you're gonna have to do a lot more dodging, especially during the final boss.