This can take awhile but its worth it. In the Centerscape level, the first pylon that blocks your view of Wex has a 1-Up in it. Just jump up and get it. Now press START to pause the game, then hit SELECT to quit the level. Enter the Centerscape level again and the 1-Up will reappear. Repeate as desired up to a maximum of 99 lives.

While playing, pause the game and press R1, Triangle, L1, Left, Triangle, Circle, X.

While playing, pause the game and press Right, Up, Left, Circle, Up, Circle, Circle. You should hear a chime if the code was entered correctly.

To gain 10 grenades, pause the game and press R1, X, R1, Right, Square, Right, Square. You should hear a chime if the code was entered correctly.

To gain 10 missiles, pause the game and press X, Circle, R1, Right, Triangle, X, Triangle. You should hear a chime if the code was entered correctly.

To unlock all levels, pause the game then press Up, Left, Down, R2, Right, Square, X.