30 Lives
At the title screen, hold Left and press A, A, A, Start.
9 Continues
Press X rapidly when the title screen appears.
All Weapons
Pause the game and press Up, Up, Down, Down, L, R, L, R, B, A,
Start. This should give you all weapons except your special gun.
Arcade Mode
At the options screen, highlight GAME LEVEL and press A rapidly.
Bonus Round
When you get to the level with toxic bubbles floating around,
go to the very end of the level where you see enemies in bubbles
coming out of 2 openings. Destroy everything coming from the bottom
opening, then enter it. The rest of the level will dissolve and
the bonus round will begin.
Random Weapon Select
At the weapon select screen, press X, Y, X, X, Y, Y, X, Y.
Self Destruct
To self destruct, pause the game and press Up, Up, Down, Down,
Left, Right, Left, Right, B, A, Start.
Super Demo
For a better demo, hold A when the title screen appears.