Enter the following codes quickly at the 'Press Start' screen:

Goodies option:
Press Triangle, Square, Circle, Left, Square, Triangle, Square, Circle, Left, Square. Go to the 'optioons' menu to find a new selection.

Nakomi mode:
Press Up, Up, Down, Down, Left, Right, Left, Right, X, Circle.

Big head Player:
Press Square, Circle, Circle, Square, Up, Square, Circle, Circle, Square, Triangle.

Big head Aliens:
Press Square, Circle, Circle, Square, Up, Square, Circle, Circle, Square, X.

Speed run:
Press X, Square, Triangle, Circle, X, Square, Triangle, Circle, L2, R2.

Grayscale graphics:
Press X(2), Triangle(2), Square(2), Circle(2), Up, Down

Sepia Graphics:
Press Left 10 times.