To enable cheat mode, start a game and press A + 2 + ENTER. To use it, press F10 followed by one of the following keys:

G - God mode
W - Jump level
J - High jump
N - No clipping
I - Free items
T - Sprite test 
D - Record a demo
V - Add a VLB
M - Get memory usage info
E - Restart game
S - Put game in slow-mo
Y - Makes the game look weird
C - Mega-stats

To receive the pogo stick, key cards, and gun charges easily, press C + T + Space while playing.

To bypass any city on the map screen, press Shift + Tab and walk through it.