By now you've cleared out Sectors 1 & 4 of all their items, so we'll clear out the remaining four sectors. Go into Sector 2 and grab Missile S2.08 if you haven't already, then go into the large green room full of the flying insects. Climb up this room and go through the door up in the top right corner. Cross the following corridor and climb up the next shaft. Go through the left door in the shaft to find yourself back in the Security Room for Level 1 Doors.
Space Jump up to the top left corner of this room and break through the wall there, in the following hidden room you'll be able to pick up Energy Tank S2.03 and Power Bomb S2.04. We now have two more items left to find in this sector, and they shouldn't be as frustrating to find as that previous Power Bomb. Head all the way down to the large room where you recovered the Hi-Jump/Jumpball abilities from the Eyeball Crustacean creature, then Screw Attack up through the wall in the top right corner to uncover a hidden door.
Go inside to find another large room where Power Bomb S2.05 and Missile S2.09 are hidden. Once you've grabbed both items you'll have successfully cleared out this sector. Say goodbye to Sector 2 and go back to Sector 1 via the same access tunnel you used to enter this area.
Once back on the familiar surroundings of Sector 1 we'll now go across to Sector 3. Go back down to the large yellow room below and head through the door in the bottom left corner. Once inside this next rocky shaft leading down, look for a narrow hidden tunnel on the left wall opposite. Crawl through to find the access tunnel to Sector 3. Head left to find yourself in the large brightly-lit corridor near where you first encountered the Security Robot. From here you'll be able to reach Power Bomb S3.01 by Shinesparking through the door on the left side.
Once you've found it head back out to the large red room near the entrance of this sector. From here make your way down to the giant red shaft where all the dragon heads line the walls (the shaft leading down to the Main Boiler). Just outside the shaft while you're in the room you drop down below into from the room above where two red creatures are flying about, lay a Power Bomb to reveal a hidden tunnel up in the corner, through there you'll find Power Bomb S3.02.
Head into the red shaft and drop down to the very bottom, then go left. Cross the next lava-filled corridor, but remember that this lava won't hurt Samus anymore thanks to the Gravity Suit, but watch out for the flame pyres rising up. In the following room lay a Power Bomb to reveal an opening within the shallow lava lake in the corner, drop down below to find Power Bomb S3.03 hidden.
With this item in hand go back out to the giant red shaft and head right at the base. Inside this next room you'll find Missile S3.05. With this fourth-last missile in hand bomb open the wall in the right corner to uncover another shaft leading up. Through the door ahead you'll find a shutter blocking your way, even though we can still get through with the Wave Beam you can also enter this room via the upper door in the previous hidden shaft. In this giant heated room you'll be able to find Missile S3.06 and Energy Tank S3.02.
With both items in hand drop down into the lava below and Screw Attack the wall down in the corner to reveal a hidden tunnel. Clear off all the Screw Attack blocks and open up the door ahead. Run back up the slope on the left and dash back through the door. In the following whoppingly tall shaft, quickly duck while Samus is flashing and Shinespark straight up while standing up against the right wall. As you fly up you'll pick up Power Bomb S3.04.
Once you hit the roof of this shaft you'll be able to go back down to pick up Power Bomb S3.05. With both bombs in hand, go all the way back to the large red room near the entrance of this sector. Once there go through the door above the door in the bottom left corner to find yourself in a long heated corridor. Cross this corridor and head left at the end to find Missile S3.07 hidden in the room beyond.
With the missile in hand, bomb open the wall on the left to reveal a long corridor beyond. Clear out the obstructions along the floor, then dash back over to the entrance of the corridor. Speed Boost back to the left corner and Shinespark up through the blocks there to find yourself in another large room above. Here you'll be able to pick up Energy Tank S3.03 (it's easy with the Space Jump). Grab the item and drop back down into the long corridor below. Screw Attack around the ground here to uncover a short shaft leading down, through the door at the base you'll find the access tunnel leading to Sector 5.
Before you go through though bomb open the roof section directly above to find Power Bomb S3.06 hidden above. That's it for Sector 3's items, so head on through to Sector 5. All we've got left to find here is a single missile. Go back to the giant room where the Nightmare used to be flying about in the background, then head over to the shaft leading back up to the Recharge Room near the entrance of this sector. Down at the bottom of this shaft head left, in the following room you'll find the final missile, S5.04, which should be your very last missile to track down in the entire game!
We're now done with Sector 5, so Screw Attack through the wall on the left side of this room to find an access tunnel leading to Sector 6. Go on through, this sector is the last one we need to clear out before returning to the Main Deck. Once inside you'll find yourself in the darkened shaft leading down. Go down to the door that eventually leads to the area where you fought the Security Robot, then Screw Attack through the wall opposite to reveal a hidden door.
Go inside to find the corridor that contains your very last Energy Tank (S6.03) to find in the game. With all 20 Energy Tanks in your possession, shoot open the left door and run through the corridor to Shinespark through the door, you'll need to so that you can break through all the Speed Booster blocks. Once back in the darkened corridor go through the door opposite on the left wall.
Grab all the blue Xs in this corridor and clear out the obstruction in the floor with the Screw Attack. Open up the door at the left end of the corridor and run back to the right. Dash back to kick in the Speed Booster, then Shinespark straight through the left door. In the following room you'll smash through Speed Booster blocks ahead to find a door beyond. You'll zoom straight through the open door and smash through several walls in the following giant room.
In this room you'll be able to pick up Power Bombs S6.01 & S6.02. Once you've grabbed both bombs go back to the dark shaft adjacent to this room and drop down. Go through the door at the base, but instead of dropping down into the corridor where you fought the Security Robot, Screw Attack through the wall ahead and go right to find the final Power Bomb in this sector (S6.03).
With this final item in your possession you'll have fully cleared out all six sectors, you should only have two Power Bombs left to find in the Main Deck. Drop down through the room you're in and head over to the Restricted Zone from here. Once there past the Save Room you'll be able to pick up Power Bomb MD.02. Once you've shot up through the shaft where the Power Bomb is, there'll only be one item left for you to find in the entire game! Go through the right door to find yourself in a Navigation Room, here you'll witness a special cutscene, but I won't give away the precise events, it's better if you see it for yourself.