She's pretty easy to unlock. I believe she's acquired through chapter 2, which isn't hard. I beat it on Very Hard in one try.
I found that the increased number of boulders did not make traversing the road that much more challenging, while it did, oddly enough, seem to give Goroh a lot of trouble.
The only other game like F-Zero I know of is WipEout, but I've never played it. It doesn't look like it captures that essence of high speed like GX. It also has weapons and I'm not fond of that idea.
I think my first AX racer was Princia, who happens to be my favorite. Sadly, Spark Moon is also pretty bad.