Invincibility and Level Select
     At  the main screen, hold Left + Square + L1 + L2 + R1 + R2 until
"Cheat  Mode"  appears  at  the  bottom of your screen. Quickly choose
Options and you can enable Invincibility or start on any level.

All Guns
     Triangle, Triangle, R1, Square, Triangle, R1, L2, L2, R2, R2

Unlimited Lives
     Pause gameplay and press Right, Square, Triangle, Square, 
Triangle, X.

Nude Color Scheme
     Complete  the  game under each difficulty setting, then win again
under Hard and enter the initials NUD.