Since the object is simply to get a high score, you don't even have to leave the first screen if you don't want to, but the action will accelerate to incredible speeds if you don't. No matter how you play, you're free to pick the areas of the playfield you like best to hunt picks and smash boulders. I like to stand on the first platform at the bottom of the screen, above the lowest door. You can usually see where the boulders are going well before they get near you, so it's easy to jump or duck them. Picks always fall downward, so being near the bottom allows you grab them for the big points.
Keys are more of a problem since they always float to the top of the screen.
For this reason, a lot of tournament players positioned Pete on the topmost platform, jumping boulders from the highest door as they appeared. This method works, but I find it can be a little boring. If they're pointed up, he will jump. Point his arms down and he'll duck. Forgetting to watch the arms will get you killed faster than anything else in the game.