Level select:
Press Left, Up, X, Up, Right, Y when "Press Start" appears on the opening screen.
The screen will flash to confirm correct code entry. The level selection screen will
appear when a new game is started. 

Unlimited health:
Press L + R + Y + A + Left when "Press Start" appears on the opening screen. The
screen will flash to confirm correct code entry. 

All weapons:
Press A, B, Y, X, Y, B, A at the options screen. 

Fireworks:
Successfully complete the game, then return to the screen with the "Start Game",
"Load Game" and "Options" selections to see fireworks.