By completing the game on any difficulty, you will get to unlock extra options for your next playthrough.

Unlockable	How to unlock
Duke 3D Freeze Ray	Freeze ray will fire bouncing ice projectiles (SP only).
Game Speed	Adjust game speed (SP only).
Grayscale Mode	Draw the game in grayscale (SP only).
Head Scale	Adjust head size of enemies and NPCs (SP only).
Infinite Ammo	Never run out of ammo (SP only).
Instagib	Enemies die in 1 shot and always gib (SP only).
Invincibility	Take no damage from bullets or explosions (SP only).
Mirror Mode	Draw the game mirrored horizontally (SP only).