Pause gameplay and quickly press Up, Right, Left, Down, B, L, R, A, Right, X, B, Left, R, Y, Up.
Get Full Pause Screen
Simply press X + Y after pausing the game.
Invincibility
Pause gameplay and quickly press Down, Left, Up, Right, L, A, X, Left, R, B, Y, Up, L, A, Down.
Select a Character
To select who you want to be, beat the game 20 times and enter Left, Right, Up, Up, X, B, L, Y, A in 3 seconds.
Use a different body, instead of the required one to fight an boss
In any level with an hakke panel, use the hakke panel to open the door, then exit the level from the start of where you came from, and you will be able to use a different body since the hakke door will still be open. Also you will get different opening dialog from the hakke that you will fight next concerning the character that you are using.
All Weapons...