Type these at the main menu:

WOOWOO - Havoc Sirens
SUPACAM - Enemy FallCam
BENIHILL - Benny Hill cars
PANTALON - All Secret missions (in Training menu)
DOOBIES - Infinite Shields *
MRTICKY - Infinite Weapons *
STATTOE - In-game info

* You can't progress past the current mission when this 
code is enabled.

Level cheats:

1 MADGAV   - 11 ANDOOOO  - 21 IAINTHOD  - 31 PUGGER
2 DOLMAN   - 12 KIMBCHS  - 22 JONRITZ   - 32 ROSSCO
3 SONAGAV  - 13 ANDYMAC  - 23 CLAIREC   - 33 CAKEBOY
4 ACEDUF   - 14 YERMAN   - 24 STEVEBOT  - 34 NIKNAK
5 JOJOGUN  - 15 OLLIEB   - 25 ANGUSF    - 35 SAGLORD
6 WENSKI   - 16 THEYOLK  - 26 EUANLEC
7 SAEGGY   - 17 TONYMASH - 27 EDFIRE
8 MAZMAN   - 18 ANDYCROW - 28 STUBOMB
9 DAZMAN   - 19 BIONIC   - 29 THONBOY
10 DELUCS  - 20 TSLATER -  30 JIMMAC