Enter the following codes at the Cheats Screen:

The Ultimate Code(unlock all cheats):
L1, L2, R2, R1, L1, L2, R2, R1, L1, L2, R2, R1, L1, L2, R2, R1, Circle, Circle, Circle, Circle, X, X, X, X, Square, Square, Square, Square, Select, Select, Select, Select

Become Invincible:
L1, Square, Circle, Circle, Square, L1, L2

Infinite Ammo:
L2, Circle, R2, Square, Circle, L2, R1

Max Armor:
L1, L1, R1, R1, X, X, Circle, Circle

Unlock All Weapons:
R2, X, L1, Square, R1, Circle, L2

Level Select:
Circle, X, Square, Square, X, Square, Circle

100% Ego:
R1, R1, Circle, Circle, L1, L1, R2

Cause Double Damage:
Square, Square, Square, Circle, Circle, Circle, X

Big Heads Mode:
Square, Square, X, Circle, Circle, X, Square

Small Heads Mode:
X, L1, X, R1, X, X