Full Health and Ammo - During gameplay, press A + B + R.
Faster Text - Press Z to scroll text quicker.
All Weapons - At the title screen, press Left, Right, Up, Down. Then, hold Z and press Right, Right, Left, Left.
Level Select - First, hold Z and press Right, Down, Down, Right at the title screen. Then, Release Z, and press Right, Up, Down, Left, Left, Up, Right, Right.