During gameplay pause the game and highlight the 'Select mission' option. Then hold Left + R1 + L1 + Select + Square + X to be able to choose what level you want without having to play through the game to reach it.
During gameplay pause the game and highlight the 'Weapons' option. Then hold Right + L2 + R2 + Circle + Square + X. Only weapons that are normally available during the current level will become selectable.
Unlock Super Agent Mode: Beat the game once through to unlock Super Agent mode. When you start the game again pause gameplay and go to the 'Options' menu. Toggle 'Super Agent' mode on to turn on 'One-Hit Kills'
Unlock 'End Level' Cheat: When you beat the game the 'End Level' cheat will become available which allows you to end the level in missions and mini-games.
Unlock Jungle Level in Multiplayer Mode: When you rescue the two women in the Jungle level the multiplayer version of the Jungle level will become an available option