Well, I did it last night. 999,999 on challenge mode.
It really wasn't that hard, it just took a long time. 2:14 to be exact. It loops you through the stages twice, then it drops you off in Da-Di-Do (I think, it's the "stay focused" track; didn't verify)
I actually found that I could have kept going seemingly forever, but since the score caps at 999,999; I forced myself to crash so I could go to sleep.
The stage is pretty cool and definately worth unlocking. Now all I have to do is beat vs #10, and I should have all of the skins (Moon Beam and Tin Toy).
Anyone else accomplished this feat? How long did it take you to hit a million?