Invincibility:
     Pause the game, then press L1, L1, L1, R2, L1, R1, R1, L1, R2.

Infinite Ammo:
     Pause the game, then press R1, L1, R2, R2, L2, R1, L1, R2, L2.

All Missions and Weapons:
     At the main menu, press L1, R2, L2, R1, R1, L2, R2, L1.