Go to the main menu and press the following codes:
Liquid metal Mode: B, Y, X, B, Y, X
Big Head Mode: R, R, L, R
Pick Level: X, Y, Z, Z, X, Y, Z, Z
Enemies Punched Are Set On Fire: B, Y, L, L
Bullets Explode: L, R, Z, Y, B
Invincibility: L, R, L, R, L, R, L, R
Slower Enemies: B, X, Y, Z, L, R
Tiny Heads Mode: L, L, R, L
Super Tiny Heads Mode: B, X, Y, B, X, Y
Flames: X, Y, B, X, Y, B