During gameplay, press the following:

Get health
black, black, L, R, left, down, right, up, left, down, right, up

Get armor
black, black, L, white, left, down, right, up, left, down, right, up

Get all weapons
black, black, L, black, left, down, right, up, left, down, right, up

Get money
black, black, L, L, left, down, right, up, left, down, right, up

Change clothes
right, down, left, up, L, white, up, left, down, right

Increase wanted level
black, black, L, black, left, right, left, right, left, right

Decrease wanted level
black, black, L, black, up, down, up, down, up, down

Pedestrians riot
black, R, Y, A, white, L, up, down

Pedestrians attack you
down, up, left, up, A, R, black, L, white

Enable gore
X, L, B, down, L, R, Y, right, L, A

Improve car handling
R, L, black, L, left, R, R, Y (then press left stick to jump when inside a vehicle)

Invisible cars
L, L, X, black, Y, L, Y

Get Rhino tank
B, B, B, B, B, B, R, white, L, Y, B, Y

Clear weather
L, white, R, black, black, R, white, Y

Cloudy weather
L, white, R, black, black, R, white, X

Foggy weather
L, white, R, black, black, R, white, A

Rainy weather
L, white, R, black, black, R, white, B