Cheat mode:
Begin game play, eliminate the first two aliens and enter the room from which they emerged. Then, enter one of the following codes to activate the corresponding cheat function.
Information in this section was contributed by TiGER.

Level select
Hold L1 + L2 + R1 + R2 + Triangle, then intentionally lose. Keep the buttons held through the ending FMV sequence. A green light will confirm correct code entry. A new starting level from 1 to 16 may now be selected at the opening screen.

Unlimited energy
Hold L1 + L2 + R1 + R2 + X, then intentionally lose. Keep the buttons held through the ending FMV sequence. A blue light will confirm correct code entry.

All weapons with unlimited ammunition
Hold L1 + L2 + R1 + R2 + Circle, then intentionally lose. Keep the buttons held through the ending FMV sequence. A red light will confirm correct code entry.

Here are codes i found. Sorry no walkthroughs as of yet. Ill try looking around more for you.