To activate these cheats, you hold down the left thumbstick (click) 
and press a sequence of four buttons.

God mode - B, A, Y, X
Give all - X, Y, A, B
Infinite Ammo - Black, A, Y, White
Map Change - Black, B, A, White

Map Change can be done from the shell or ingame. The other three only work 
ingame. Map change gives you a list of all the levels (except the cinematic only 
ones), and lets you jump to them.