All power-ups #1:
Pause the game and press Up, Up, Down, Down, L, R, L, R, B, A, Start. After a certain number of times, your ship will self-destruct.

All power-ups #2:
Pause the game and press Down, Down, Up, Yp, Right, Left, Right, Left, A, B, Start. Each time you do this you'll lose one life.

Self-destruct:
Pause the game and press Up, Up, Down, Down, Left, Right, Left, Right, B, A, Start.

Thanks to Revolution readers Brad Priddle, Frankie45 and Wizard of Odd!

More information about Gradius Galaxies
More GBA cheats and codes