Unlock Cheat mode:
Push Select at the "Dark Side Of The Moon" menu. Then, push L, Right, B, L, R, Left to unlock the "Build Secret Base" option. Enter the "Build Secret Base" screen, then push A and use one of the passwords below.

Unlock All Weapons
Submit WEAP as your password.

Unlock Unlimited ammunition
Submit AMMO as your password.

Unlock Invincibility
Submit GOD as your password.