LEFT, RIGHT, UP, DOWN, L, L $15,000
LEFT, RIGHT, UP, DOWN, A, A All Weapons
LEFT, RIGHT, UP, DOWN, A, L Armor
LEFT, RIGHT, UP, DOWN, B,B Health
LEFT, RIGHT, UP, DOWN, A, R Lower Wanted Level
LEFT, RIGHT, UP, DOWN, R, A Raise Wanted Level
LEFT, RIGHT, UP, DOWN, B, R Toggle Gang Hostility
LEFT, RIGHT, UP, DOWN, R, R Wanted Level Max or Zero

Before you can do this go in the cheat mode with A+B+START.