Level Select
Pause game play and press R, Up, B, Y, A.

Infinite Energy
Pause game play and press B, Up, B(2), A.

Infinite Lives
Pause game play and press B, A, B(2), Y.

Infinite Shurikens
Pause game play and press Down. A, B.

Enable All Codes
Pause game play and press R, Up, B, A, Down, Up, B, Down, Up, B.