All Ammo
First enter the level select code then enter the level you want to go to. Press start and press: A to get the shoes, B to get slime or C to get a sword, eyeballs, or bubbles.
Level Skip
At the beginning of any world, press Left, Up, Left, Up, Start, B, Right, A to warp to the next world. To backup from a world you've beaten, press A.