While playing, press Left, Circle, X, Right, Circle, X, Down, Circle, X. A list of cheat codes will appear. Here's what they mean:

Invincible god mode
Coords shows current position
Palmode turns screen to black and white
Supermap shows the full map of the level
Maxout all weapons and ammo
Pogo lets you jump to high places you can't normaly reach
Ponder turns thinking off
Gamewon skips level