Unlock X's Super Nova Armor from Megaman X4:
Highlight X at the 'Character Selection' screen and then press Up(2), Down(9). If the code has been entered correctly you will hear a sound as confirmation. Then press Circle.

Unlock Megaman's Ultimate Armor:
Highlight Megaman at the 'Character Selection' screen and then press Up(2), Down(9). If the code has been entered correctly you will hear a sound as confirmation and you will start the game with the Ultimate Armor and have it throughout the rest of the game.


Boss weaknesses
The following is a list of each of the bosses and their weakness.

The Skiver - Dark Hold

Rock Monster - Tri-Thunder

Robo Mask - X-Buster/Z-Saber

Zero or X - F-Lazer/C-Flasher

Duff McWhalen - C-Shot/C-Sword

Izzy Glow - Tri-Thunder/E-Blade

Dark Dizzy - F-Lazer/C-Flasher

Mattrex - Wing Spiral/W-Shredder

Squid Adler - G-Shower/F-Splasher

Axle The Red - Ground Fire/Quake Blazer

Grizzly Slash - Spike Ball/Twin Dream

Sigma 1 - Tri-Thunder/Electric Uppercut

Sigma 2 - X-Buster/Z-Saber