Save the game when you get spotted (none that are part of the story line) or go into Alert mode. If you do an in-game reset and load the saved game you will resume from the last point you were without any alerts. Doing this will make getting the 'Complete Stealth' trophy easier to obtain. You will also get the bonus for 'No Alerts' at the end of the game.
Collect ALL the Dog Tags and complete the game and save. Then start a new game and equip the brown wig that you have unlocked. When this is equiped Raiden will have unlimited ammunition and not have to reload.
Start a new game and select the 'Missions' option at the 'Main' menu. Then when prompted enter your name as UUDDLRLRBA. Note: when this code has been enabled you cannot use any new character in Story mode, only in 'Missions' mode.