Debug mode:
At the options screen, press X, A, A, X, Down, X, A, A, X to display a debug menu, including level select.

Full health:
Pause the game and press X, A, Right, X, B, X, Down, X, A, Right, X.

Slow-motion:
Pause the game and press Down, Right, X, B, Up, Left, X.

View map coordinates:
Pause the game and press A, X, Left, Left, or A, X, Left, Down.

Free movement:
Pause the game and press B, X, Left, Left, X, B, X, A.

Collision detection dots visible:
Pause the game and press X, A, X, B, X, A.