At the title screen, enter the following codes.

God mode:
R-stick, L-stick, Right, Left, L, R, R-stick, Left-stick, Right, Left, L, R

Infinite ammo:
Black, R, Y, White, L, Up, Black, R, Y, White, L, Up

All pictures and missions:
White, Black, L, R, L, White, White, Black, L, R, R, Black

Pause to add weapons:
Up, Down, Left, Right, B, X, Up, Down, Left, Right, B, X

Psychadelic mode:
Up, Black, B, Left, Y, X, White, L, B, R