All missions and gallery pictures unlocked:
At the "Press Start" screen, press L2, R2, L1, R1, L1, L2(2), R2, L1, R1(2), R2.
Invincibility:
At the "Press Start" screen, press R3, L3, Right, Left, L1, R1, R3, L3, Right, Left, L1, R1.
Infinite ammunition:
At the "Press Start" screen, press R2, R1, Triangle, L2, L1, Up, R2, R1, Triangle, L2, L1, Up.
Add weapon:
At the "Press Start" screen, press Up, Down, Left, Right, Circle, Square, Up, Down, Left, Right, Circle, Square. The "Add Weapon" option will now appear when the game is paused.
Psychedelic mode:
At the "Press Start" screen, press Up, R2, Circle, Left, Triangle, Square, L2, L1, Circle, R1