Go to the code menu and enter the following to activate the corresponding cheat:

MRJUAREZ - Get Max Ammo 
LRGARMS - Be Invincible 
BUTTERUP - More Health 
STRAPPED - Get All Weapons 
QUITER - Skip Level 
SLIZOMIZO - Slomotion Button 
BOUNZMEN - Bouncy Men 
PASSKEY - Level Warp All 
DONOTSEL - Do not select 
SCARYCLOWN - Get Clown Hero 
SUPERJOHN - Get SuperJohn Hero 
GNRLINFANTRY - Get GI John Hero 
WEIGHTGAIN - Get Nara Hero 
HAIRLOSS - Get Nikki Hero 
BIGLIPS - Get Moseley Hero 
JAILBREAK - Get Convict Hero 
MRROBOTO - Get Robot Hero 
IAMSODEAD - Get Zombie Hero 
HISSSS - Get Lizard Hero 
STYLIN - Dramatic Finish 
CLUTZ - Clutter the Place Up 
SPINACH - Get Max Damage 
WIMP - Get Ending scene 
STEELUP - Get Armor 
CLUMSY - Get Rag doll 
DIRECTOR - Unlock all movies 
NINJA - Unlock all combos 
SLUGGER - Get Baseball Bat 
MAXIMUMHURT - Unlock Pain Arenas 
FPSSTYLE - Get Free aim 
SKETCHPAD - Unlock Concept Art