One of the ideas I was having for level selection would be some central place in a level, where a portal would allow the player to go to any other level already completed (a selection probably). This place would only be available after the main objective of the level is complete (e.g. a hidden door opens after defeating all the enemies, or solving a puzzle). I'm still not sure on the details since I've only just started working on my game today. This will allow free-roaming between levels, while still keeping levels separate.