All Items
Pause game play and press B(2), X(2), A, Y, A, Y, Up, Left.

Invincibility
Pause game play and press L, R, Up, X, Right, A, Left, Y, Down, B, A, Y, A, Y, R.

Three Smart Bombs
Pause game play and press X(3), B(3), Y(3), A(3), L, R.

Disable Cheats
Pause game play and press Up(2), Down(2), L, R, L, R, B, A.

Level Select
Press Up, Right, Down, Left, X, A, B, Y at the options menu.