Level Select
On the GT/King of the Jungle screen(where it says press start), press: L1, R1, L2, R2, Triangle, X, circle, square, square, circle, X, triangle. Press start to find the level select option on the main menu.
All Ships & Weapons
On the GT/King of the Jungle screen(where it says press start), press: L1, R1, L2, R2, up, down, right, left, left, right, down, up.