Hold L and R, then press B, A, Y. Now you can the following cheats:
Super jump: X, X, B, Y, Y, A, A
Get money: B, A, A, Y, Y, X
Full health: B, B, B, B, Y, X, X
Infinite battery: X, B, A, Y, Y, A, B
Infinite health: Y, X, Y, A, A, B, B
To unlock G-Squad mode, fail a mission several times.
To unlock EX mode, complete the game one time.