Go to the New Game/Load/Options menu then hit the following buttons to activate the cheat listed.

Code - Result:
Hold L1 + L2 + R1 + R2 then hit left, right, left, circle, square. - Infinite adrenaline
Hold L1 + L2 + R1 + R2 then hit up, up, up, square, down. - Infinite armor
Hold L1 + L2 + R1 + R2 then hit square, triangle, left, up, right. - Super cop difficulty
Hold L1 + L2 + R1 + R2 then hit circle, square, triangle, circle, down. - Infinite stamina
Hold L1 + L2 + R1 + R2 then hit triangle, circle, up, up, up. - Unlimited gun cons
Hold L1 + L2 + R1 + R2 then hit triangle, circle, circle, circle, left. - Power melee
Hold L1 + L2 + R1 + R2 then hit right, square, left, circle, triangle. - Enemies disarmed
Hold L1 + L2 + R1 + R2 then hit triangle, circle, circle, circle, left. - Single hit death
Hold L1 + L2 + R1 + R2 then hit circle, circle, up, up, square. - Double melee
Hold L1 + L2 + R1 + R2 then hit square, square, square, down, right. - Sniper scope
Hold L1 + L2 + R1 + R2 then hit up, up, down, down, up. - No cursor