While the game is paused (to pause, hold X and press Y or hold START and press A+B) enter the following sequences:

Effect	Code
"Giving Everything!" (All Items)	A, C, Left, A, B, Down.
"Go to Next Level" (Skip Level)	Up, Left, Right, B, B, A.
"God Mode" (Invincibility)	Up, A, Down, B, C, Down.