Invincibility:
Press F1 to pause game play. Type rhiannon to resume game play, then press F9 for invincibility. 

Teleport to shop:
Enable the Items code. Press F1 to pause game play. Type rhiannon to resume game play, then press F6 to go to the shop. 

Level skip:
Enable the "Teleport to shop" code. Press F1 to pause game play. Type rhiannon to resume game play, then press F7 to jump to the next level.