Pro Action Replay codes:
Invulnerability - 00D560:79
Infinite Hits - 00DC42:05 -Rune
Infinite Lives - 00DC41:63
Infinite Stars - 00DC43:62
Debug Mode - 00DC61:01
Pause game, hold button 2 and unpause to skip levels. Pause, hold button 2 and Up, then unpause to select level

Game Genie codes:
Invulnerability - B61-AFB-3B4
Level Skip - B62-38B-3B4
Pause game, hold button 2 and unpause to skip levels.