All weapons:
At the Title screen, press Left, Right, Up, Down. Then hold Z and press Right (2), Left (2).

Level select:
At the Title screen, hold Z and press Right, Down (2), Right. Release Z, then press Right, Up, Down, Left(2), Up, Right(2).

Invincibility:
At the Title screen, hold Z and press R, R, L, L, Up, Down, Left, Right.

Unlimited Lives:
At the Title screen press L, R, B, A, Z, Left, Right.

Faster text:
Press Z to scroll the text dialogue faster.

Skip text:
Press A to bypass the current text dialogue.

Refill Health and Ammo:
While playing a game, press A + B + R. Only works if the 'All Weapons' cheat is enabled.

Thanks to Revolution readers Matt Reed, Brian, and Jon Nelson!