To unlock everything, enter these codes at the main menu:
B, X, B, Y, Y, Y, L, L, Z
B, X, B, Y, Y, Y, R, R, Z
B, X, B, Y, B, X, L, R, Z
B, B, X, X, Y, Y, X, X, L, L, R, R, Z

Each opens a different thing, but once they're all inputted, you'll have unlocked all Costumes, all Cerebro Files and enabled Level Select and the Cheats in the pause menu.