Press the ~ key to bring down the console. And type the following commands for the following effects. 
God - For God Mode 
Give All - For All guns and ammo 
Noclip - for walk through walls. 

Weapons and ammunition:
~~~~~~~~~~~~~~~~~~~~~~~
Press ~ to display the console, then type one of the following codes to activate the corresponding weapon.

give ionripper
give phalanx, 
give trap
give mag slug
give dualfire damage 


Level select:
Press ~ to display the console, then type map using the following information.


Name / Level code 
~~~~~~~~~~~~~~~~~~~~~~~
The Swamps xswamp 
Sewers xsewer1 
Waste Sieve xsewer2 
Outer Compound xcompnd1 
Inner Compound xcompnd2 
Core Reactor xreactor 
The Warehouse xware 
Intelligence center xintell 
Industrial Facility industry 
Outer Base outbase 
Water Treatment Plant w_treat 
Badlands badlands 
Refinery refinery 
Lower Hangars xhangar1 
The Hangars xhangar2 
Strogg Freighter xship 
Cargo Bay xmoon1