Hold Right (D-pad) during gameplay to enter these cheats:

B, X, X, X, B, X, Y, A	Invulnerability
B, B, Y, Y, X, X, X, A	Upgrade Weapon
X, X, B, Y, Y, B, X, A	Level Select

Invisible Zeke (only clothes!):
Hold A, B, L, and R during the legal info. Release when the title screen appears.

Skeleton Zeke:
Hold A, B, X, and Y at the title screen.