If you don't want to finish the game with completion percentages, you can use these codes instead. During a game, pause, and Quit. Select the "Replay Level" option and go to "Bonus Game Modes". From there, enter the following codes:

Granted Wish - Cheat Code

Bonus level - Triangle, X, Triangle, Circle, Square, Triangle, Circle, X
Invincibility - Triangle, X, Circle (x2), Square, X, Triangle, Square.
Infinite lives - Circle (x2), Triangle, Circle, X, Square (x2), X
All weapons - Circle, Square, Circle, X (x2), Triangle (x2), Square
Infinite ammunition - X, Triangle, X, Square, Circle, Triangle, Square, Triangle

Note: The only way to unlock all the cheats is to do it the hard way and get 78% completion.