All Cheats:
Got to Cheat menu and press L1, L2, R2, R1, L1, L2, R2, R1, L1, L2, R2, R1, L1, L2, R2, R1, Circle, Circle, Circle, Circle, X, X, X, X, Square, Square, Square, Square, Select, Select, Select, Select.

Pick Level:
Got to Cheat menu and press Circle, X, Square, Square, X, Circle, Square.

All Weapons:
Got to Cheat menu and press R2, X, L1, Square, R1, Circle, L2.

Unlimited Ammunition:
Got to Cheat menu and press L2, Circle, R2, Square, Circle, L2, R1.

Invincibility:
Got to Cheat menu and press L1, Square, Circle, Circle, Square, L1, L2.

Full Armor:
Got to Cheat menu and press L1, L1, R1, R1, X, X, Circle, Circle.

Full Ego:
Got to Cheat menu and press R1, R1, Circle, Circle, L1, L1, R2.

Double Damage:
Got to Cheat menu and press Square, Square, Square, Circle, Circle, Circle, X.

Big Head Duke:
Got to Cheat menu and press Square, X, Circle, Circle, X, Square.

Small Head Duke:
Got to Cheat menu and press Square, X, Circle, Circle, X, Square, Square.

Thanks to Revolution readers Cindy Wagoner and Tony!