Level Select: On the title screen enter: L, SELECT, A, SELECT, R, A, L, SELECT. Then, press select and either L or R to scroll through the levels. To make your selection press LEFT.
All Weapons: Enter the level select code than choose a level and in the level press B while holding SELECT to get all the weapons.
Free Movement: Enter the level select code than choose a level and in the level press the D-PAD while holding SELECT to move around the level.
Lakamul Rain Forest Level: At the the title screen press A, L, A, R, A, L, SELECT to unlock the level.
Nine Continues: Quickly and repeatedly press Start at the continue screen until the remaining number of continues increases to nine.
Codes thanks to GameWinners