All items:

At the Press Start screen, hold L + R and press Left, Left, Down, Right, Right, Up, Left.
Everyone invincible:

At the Press Start screen, hold L + R and press Left, Down, Down, Right, Right, Left, Down.
Level select:

At the Press Start screen, hold L + R and press Left, Left, Right, Down, Down, Up, Right.
All characters jet packs:

At the Press Start screen, hold L + R and press Left, Up, Right, Down, Left, Left, Up.
Play as Nazz

note: this code only works on Nazzs boss level. To play as Nazz unlock level select and all pick ups( but if I were you Id unlock all the codes for after the level but mainly do level select and all pick ups) and go to game cheats and go to boss uhhh... 2 after the information intro give Ed the helmet and nazz will be playable for the few seconds you have.(note: you have to hold down the B button if you let go of the helmet and he will start moving again) The controls are the same as the Eds except nazz has the opposite. example:if there is a ladder and you press up Ed will go up but Nazz will go down etc. but the B and A buttons stay the same for both charecters. Enjoy.