At the 'Main' menu select the 'New Game' option and hold L1 + L2 + R1 + R2 and enter the following codes to enable the corresponding mode. If you enter the code in correctly a message will appear on the screen as confirmation.
Unlock Lazy Ass Mode:
Press Down, Left, Down, Triangle, Down. This mode will also unlock ALL levels, Mini-games and FMV sequences.
Unlock 10,000 Bullets Mode:
Press Up, Left, Down, Right, Circle (unlimited ammunition).
Time To Pay Mode:
Press Square(2), Circle(2), Right (unlocks ALL disarms).
Unlock Precursor Mode:
Press Up(2), Down(2), Up. (turns off ALL targeting cursors).
Unlock Wussy Mode:
Press Square, Left, Triangle, Up, Down (enemies are less accurate).
Unlock Hard Boiled Mode:
Press Triangle, Square, Left(2), Circle (increases challenge level).
Unlock Boomstick Mode:
Press Right, Circle(3), Square (unlimited shotguns).
Chow Yun Jack Mode:
Press Triangle, Circle, Up(3) (double guns).
One Hit Wonder Mode:
Press Triangle, Circle(3), Left.
Unlock Sharpshooter Mode:
Press Square(3), Down, Right.