At the 'Title' screen press Left, Right, Up, Down, L1, R1, L1, R1 to enable ALL the locked bonuses in ALL the different games.

At the 'Password' screen in 'Options' enter the following codes to unlock the corresponding effect.

Unlock Boss Mode:
MUSEUM

Unlock Level Select:
ILOVEU

Unlock System Setup:
MAGURO

Unlock Time Attack:
DOFEEL

At the Title screen enter the following codes to unlock the corresponding effect

Unlock Level Select:
Press B and Start

Continue Where you Left Off:
Hold A and press Select after a Game Over

Beast Select:
Hold A + B + C + Down/Left and then press Start

Unlock Sound Test:
Hold A + C + Up/Right and then press Start