Enter the following at the 'Cheats' screen:

FMNFB      The Big Cheat
EMERPUS    Invincibility 
TEXAS      All weapons for level 
MADMAN     Unlimited ammo
SELLOUT    Level select 
SLLEWGH    Invisibility 
HEID       Big heads
ZOO        Zoo mode (kill any animal with war club)
HUNTER     Unlock Demo mode and Target mini-game

Thanks to Revolution readers CaptainFabulous, The One, Matthew D'Ambrosio, and Carnage673!