All Weapons
Pause gameplay and quickly press Up, Right, Left, Down, B, L, R, A, Right, X, B, Left, R, Y, Up.
Invincibility
Pause gameplay and quickly press Down, Left, Up, Right, L, A, X, Left, R, B, Y, Up, L, A, Down.
Select a Character
To select who you want to be, beat the game 20 times and enter Left, Right, Up, Up, X, B, L, Y, A in 3 seconds.
Get Full Pause Screen
Simply press X + Y after pausing the game.