Cheat Mode:
Enter the following at the Title Screen: Y, A, B, B, Y, A, X, B, X, B Then press X to display the Level Select Screen.

Invincible:
After enabling Cheat Mode, enter the following during gameplay: Hold L + Y + Start.

All Weapons, Ammo, Inventory & Health:
After enabling Cheat Mode, enter the following during gameplay: Hold L + A + Start.

Level Skip:
After enabling Cheat Mode, enter the following during gameplay: Hold L + X + Start.

GameShark Codes

Infinite N-Tech Energy - Junkyard A
3C0139D000000078 
  
Infinte Health - Junkyard A
E3E70503000000C8 
 
Infinte Shield - Junkyard A
DD089E4800000032 
  
Infinite Laser Ammo - Junkyard A
4D6A02B40000001E 
  
Infinite N-Tech Energy - Junkyard B

CBEBFD7100000078 
  
Infinite Health - Junkyard B
9408107E000000C8 
 
Infinite Shield - Junkyard B
7385C98B00000032 
   
Infinite Laser Ammo - Junkyard B
3EB13E160000001E 
   
Infinite N-Tech Energy - Junkyard C
25177EB100000078 
   
Infinite Health - Junkyard C
AA534C65000000C8 
 
Infinite Shield - Junkyard C
7385C98B00000032 
   
Infinite Laser Ammo - Junkyard C
9A68172C0000001E 
   
Infinite N-Tech Energy - Junkyard D
5A976D6800000078 
   
Infinite Health - Junkyard D
2C87797A000000C8 
  
Infinite Shield - Junkyard D
FC898CB900000032 
  
Infinite Laser Ammo - Junkyard D
18240C970000001E 
   
Infinite N-Tech Energy - Dockyards A
6B0B706800000078 
  
Infinite Health - Dockyards A
2967786C000000C8 
  
Infinite Shield - Dockyards A
1FE40DB800000032 
  
Infinite Laser Ammo - Dockyards A
47EA05390000001E  

Thanks to Revolution readers Clark!