Level select 
At the main menu, highlight "New Game" and press 
Triangle, Square, Circle, Triangle, Square, Up, Up, Up. 
If you entered the code correctly, you will hear a sound.

Invincibility 
At the main menu, press 
Up, Up, Up, Circle, Square, Up, Right, Left. If you entered 
the code correctly, you will hear a sound.

Full shield and attack 
At the main menu, press 
Triangle, Square, Triangle, Square, Square, Up, Up, Up. 
If you entered the code correctly, you will hear a sound.