Invincibility
Pause the game, then press L1, L1, L1, R2, L1, R1, R1, L1, R2.

Infinite Ammo
Pause the game, then press R1, L1, R2, R2, L2, R1, L1, R2, L2.

All Missions and Weapons
At the main menu, press L1, R2, L2, R1, R1, L2, R2, L1.