To get unlimited health, press start and hold L1+R1, then press Square, Circle, Circle, Triangle, X, Triangle, Square, Left, Right, Up, X.
To unlock all weapons, during any mission hold select and start and then press X, X, Circle, X, Left, Down, Square.
To unlock all weapons with 99 clips of ammo, go to the title screen of and press circle, circle, circle, circle, triangle, square, square, square, square. Now start the game.
To get all weapons except grenade launcher, go to the start screen and press Triangle, Square, Circle, Square, Triangle, Circle.
To start with 10000 points, go to the start menu and press triangle, circle, square. Now you have to start a new game and complete the first level.