Pro Action Replay Codes:
Infinite Lives - 00D160:09 -Rune
Invulnerability - 00C907:24
Infinite Health - 00CF16:6F
Level Skip - 00D16D:01
To use the code:
Pause the game, hold both buttons 1 and 2 down, and unpause the game.

Game Genie codes:
Invulnerability - 00C-0FB-3B4
Level Skip - B66-0DA-3B4
Pause the game, hold both buttons 1 and 2 down, and unpause the game.