At the main menu screen, press Up(2), Down(2), Circle, Down, Up, Circle to unlock the cheats page. Go to it, and enter these codes.

All levels and emergencies - KEYTOTHECITY
Upgraded Stungun - FRYINGTIME
Replace Pistol with Helicopter Minigun - MINIFUN
Mk. 3 Assault Rifle with Unlimited Grenades - ULTIMATEPOWER
Unlock Mk. 4 Pistol - ZEROTOLERANCE
Enemies catch on fire when shot - BURNINGBULLET
Mk. 2 BREATHER - ISEEYOU
Disco lights mode - DANCING FEET
Unlock Terror Difficulty - BURNERSREVENGE
Very Squeaky Voices - WHATWASTHAT
People Don't have heads - KEEPYOURHEAD

"ALL OF THE CHEATS ARE CASE SENSITIVE!"

Press UP,UP,DOWN,DOWN,CIRCLE,DOWN,UP,CIRCLE at the main menu screen. A "CHEAT" option will be avaiable at the title screen. Enter one of these codes to activate. You can then toggle them on or off (except all levels and emergencies) and all codes must be entered in uppercase.

All levels and emergencies
KEYTOTHECITY
Long range stun gun
FRYINGTIME
Minigun instead of pistol
MINIFUN
MK3 rifle w/ unlimited grenades
ULTIMATEPOWER
MK4 Pistol
ZEROTOLERANCE
Bullets set fire to enemies
BURNINGBULLET
Thermal Breather
ISEEYOU
Terror mode
BURNERSREVENGE