Level select:
Hold L + R + Start at the title screen.

All weapons (Image Fight):
Press A + C + X + Z to pause game play. Then press L or R to select a new weapon.

All weapons (XMultiply):
Press A + C + X + Z to pause game play. Then press Left or Right to select a new weapon.

Hidden ending sequence (XMultiply):
Hold C after defeating the last Boss.