As you play the game towards unlocking triple perfect plus on every level you will complete almost every challenge without even paying attention. The only ones that you will have to go out of your way to do are dancing 5000 times/ an hour and collecting every treasure.
To dance, after world 2-1 simply press RB or RT over and over ad nauseum. The game keeps your total even if you die so feel free to find a level with a long intro and just tap away while watching a movie or something.
To collect the treasures go through the red paths on each level. For the worlds that have the key in the start box saying to collect them, complete the key vaults and return to break the giant floating padlocks.
As a checklist if you don't feel like backing out and looking at the stats menu over and over, here ya go.
Score
Total score of 1,000,000
Total score of 5,000,000
Total score of 7,000,000
Total score of 10,000,000
Total score of 15,000,000
Total score of 25,000,000
Total score of 50,000,000
Total score of 100,000,000
Total score of 150,000,000
Total score of 200,000,000
Jump
Jump 100 times
Get 1 minute of air-time
Jump 500 times
Get 5 minutes of air-time
Jump 1,000 times
Get 15 minutes of air-time
Jump 5,000 times
Get 30 minutes of air-time
Jump 10,000 times
Get 1 hour of air-time
Attack
Kick 50 obstacles
Jump on 50 tramps
Slide kick 50 obstacles
Kick 100 obstacles
Jump on 100 tramps
Slide kick 100 obstacles
Kick 200 obstacles
Jump on 200 tramps
Slide kick 200 obstacles
Kick 500 obstacles
Avoid
Jump over 50 obstacles
Slide under 50 obstacles
Block 50 beats
Jump over 100 obstacles
Slide under 100 obstacles
Block 100 beats
Jump over 500 obstacles
Slide under 500 obstacles
Block 500 beats
Jump over 1,000 obstacles
Gold
Collect 50 gold
Collect 250 gold
Collect 500 gold
Collect 1,000 gold
Collect 2,000 gold
Collect 3,000 gold
Collect 4,000 gold
Collect 5,000 gold
Collect 6,000 gold
Collect 7,000 gold
Explore
Find 1 treasure
Find 8 treasures
Find 12 treasures
Find 16 treasures
Find 20 treasures
Find 24 treasures
Find 28 treasures
Find 32 treasures
Find 36 treasures
Find all 40 treasures
Difficulty
Finish 10 levels on Quite Easy
Finish 50 levels on Quite Easy
Finish 10 levels on Just Right
Finish 50 levels on Just Right
Finish 75 levels on Just Right
Finish 100 levels on Just Right
Finish 10 levels on Rather Hard
Finish 50 levels on Rather Hard
Finish 75 levels on Rather Hard
Finish 100 levels on Rather Hard
Dance
Dance for 1 minute
Dance 50 times
Dance for 15 minutes
Dance 100 times
Dance for 30 minutes
Dance 500 times
Dance for 45 minutes
Dance 1,000 times
Dance for 1 hour
Dance 5,000 times
Perfect
Get a Perfect in one level
Get a Double Perfect in one level
Get a Triple Perfect in one level
Get a Perfect+ in one level
Get a Double Perfect+ in one level
Get a Perfect in 25 levels
Get a Perfect+ in 25 levels
Get a Perfect in 100 levels
Get a Perfect+ in 100 levels