Rosa is a good choice. have you figured out the best stage order so you get the most health items?
I usually do it in this order: Halloween Town, Volcano, Train, Graveyard, Forest, Swamp.
The Volcano is my bread and butter. Milking those boulders is insane and I can get a double extend in a hurry. I keep it early in the run to gauge if I want to continue or start over (when I'm playing for score that is).
I can pick up an extra life off the big cyclops midway through the Graveyard and sometimes off the busted up car toward the end of the Swamp.
I'm sure there's a more optimal route and the super-runners can do some crazy stuff that's out of my league, but so far this strategy has worked for me.