Maken X Codes -

All weapons:
Pause game play, then press Up, Right, Left, Down, B, L, R, A, Right, X, B, Left, R, Y, Up.

Invincibility:
Pause game play, then press Down, Left, Up, Right, L, A, X, Left, R, B, Y, Up, L, A, Down.

Full pause screen:
Pause game play, then press X + Y.