Enter these codes at the title screen...
Press Left, Right, Up, Down. Then hold Z and press Right, Right, Left, Left for all weapons.
Press L, R, B, A, Z, Left, Right for Infinite Lives.
Hold Z and press Right, Down, Down, Right. Release Z and press Right, Up, Down, Left, Left, Up, Right, Right for a Level Select.
Hold Z and press R, R, L, L, Up, Down, Left, Right for Invincibility.
Press A, B, R while playing, and you will refill health and ammo. You can only use this code if you have All Weapons on