Level Select:
Go to the options menu and highlight the select mission option. With that highlighted, simultaneously press and hold
left, R1, L1, select, square, and X
If done correctly a menu with all the levels should appear.

All Weapons & Infinite Ammo:
Highlight the wepons menu. With that menu option highlighted, simultaneously press and hold:
right, R2, L2, circle, square, and X

Super Ammo
Start the game and hit pause. Then, highlight the map menu and press:
right, R1, R2, X
If done correctly you will hear a laugh.

Hard mode:
At title screen press and hold:
left, L1, R2, select, square, circle, and X.

Weak Enemy Cheat:
Press start and Highlight the "map option" and press and hold(at the same time):
Right+L2+R1+X

When fighting the helicopter, when it is about to shoot you, dive roll out of the way then right away press R1 and shoot. Keep doing that until he is dead