Part 1 - Donut Plains

Donut Plains 1 - At the end of the stage, fly up. You should see a platform with a key and keyhole. Fly on to the platform (if you have the green switch palace activated, run up the wall of green blocks), and grab the key and ram it into the keyhole to unlock Donut Secret 1
Donut Plains 2 - In the middle of the stage, there are many pipes, many of which cannot be entered. However, one pipe contains a room with a block that reveals a P-Balloon, and in a later one, the secret exit room, with a football-kicking Chargin' Chuck. Defeat it, then go right to find some blocks that form a staircase. Move right to find a blue shell. Break the blocks above it with a super jump, careful to avoid stomping on the shell. Grab the shell and jump up the staircase of blocks. Throw the shell at the highest block to reveal a vine. Climb the vine to find a key to ram into the keyhole and reveal the green switch palace.
Donut Ghost House - At the beginning of the level, fly up to the top left corner of the house to find a platform. Land on it. Run right, then jump off the ledge. You'll find some blocks that you can hit to get some 1-ups. Then go right to go through a door. Then exit the stage to reveal the Top Secret Area - a very useful area to unlock with unlimited powerups.
Donut Secret 1 - About halfway through the level, you'll find a p-switch. Grab it, and swim right to find a bunch of "hit" brown blocks. Hit the p-switch to turn the blocks into coins, then hit the last block to reveal the key. Ram it in the keyhole to unlock the Donut Secret House.
Donut Secret House - After going through the first doorway, proceed left to find two Boos and a p-switch. Fly up to the top of the stage and hit the p-switch to reveal a hidden door. Now, you will have to fight boss Big Boo. Simply grab the ice blocks below you and throw them back up at him when he's visible. After three hits, he'll be finished. Congratulations, you have unlocked the first Star Road, the access point for Star World.

I'm sorry, but this is just way too brief and only covers one section of the game, it sounds way too hard to follow and to understand. Adding more detail or adding pictures would of been the way to go as this thread is not acceptable with the length to how to get the secrets.

Good walkthrough, but you only covered one section of the game, not the entire game.

tdw2000 :  This isn't that bad, but it would be a little better to separate the levels and you only covered a part of the game and not the whole game in general. Other than that, not bad.

If you had stated secret exits in donut plains we wouldn't of said some of the things we said. Also the donut plains 1 secret can be done without the green switch (I have confirmed this) 

I know it's LONG, LONG overdue, but here's the second part to my secret exits guide:

Part 2 - Underground Vanilla Dome &
Bridge

Vanilla Dome 1 – Around halfway through the stage, you will see red !
blocks (or dotted lines if you don’t have the Red Switch Palace activated). If
you have the Red Switch Palace activated, simply jump up the blocks and hit the
? block. If not, make sure you have a Yoshi, then jump with Yoshi and then at
the top of the arc jump off of Yoshi and hit the block. Either way, climb the
vine that pops out and use the key on the keyhole to unlock Vanilla Secret 1.
Vanilla Dome 2 – About halfway through the
level, you will find a ? block at the surface of some water and a thin layer of
coins above it, with a thick layer of blocks above that. Go right, then up and
take a left. You will see a P-Switch. Run through the wall of coins, then hit
the switch when you get to the wall of blocks. Quickly run through the coins,
then jump and fall through the other formation of blocks/coins. Swim through
the maze and locate the key, which you know what to do with, and you’ve
unlocked the Red Switch Palace.
Vanilla Secret 1 – Halfway up the stage, fly
up to the left. If you see the pipe that extends to the right from the left
wall, go into it. If not, then go farther up the stage and try again. Once
you’re through the pipe, dodge the Chargin’ Chuck and cut the tape to reveal…
THE SECOND STAR ROAD! Now, if you got the Donut Plains Star Road, you have two
access points to Star Road!
Cheese Bridge Area – After you reach the end
of the level, fly UNDER the end gate to continue and go through the second gate
you see. This will give you access to the Soda Lake stage, which, when
completed, will give you the… THIRD STAR ROAD!

tdw2000 : This is a good guide though it's very brief. Good job though.