Hold L1+R2+Circle+Square. Text will appear in the upper-left corner of the screen. By pressing either left or right you can select your level.

While in the game, pause and then press and hold R2+L1+Square+Circle+Select. This will open a Cheats Menu. From here you can either activate or deactivate cheats.

I have no idea why you would want to activate this code, but, here it is. To have all of your enemies become invincible, Pause the game and access the cheat menu (R2+L1+Square+Circle+Select) now input this code: Square+Circle+Select. Another option will appear on you cheat menu.

Here's a good one, Pause the game and access the cheat menu (R2+L1+Square+Circle+Select), now press L1+R1+Select. This will make it so any power up you pick up will charge that particular stat to 100%.

From the Cheat menu press L2+R2+Square+Select. This will show the percentage of life left in your enemy.

From the Chet Menu press L1+R2+R1+Select. This will allow you to continue forever and ever and ever if need be.

From the Cheat menu press L1+L2+R1+Square+Select. This code enables One-hit-Kills.