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I have never seen any Game Genie cheats for this game because each stage is very different from the other, but here's a few ideas I managed to come up with:
1. Start with gun on stage 1
2. Jump further
3. Jump higher
4. Leeches can't hurt you
5. Gun doesn't need to be charged (on level 2)
6. Always fire super blast from gun instead of regular shot
7. Never get hurt by enemies in the cave with the teeth & tentacles
8. Never run out of air when swimming
9. Roll faster in level 3
1. Start with gun on stage 1
2. Jump further
3. Jump higher
4. Leeches can't hurt you
5. Gun doesn't need to be charged (on level 2)
6. Always fire super blast from gun instead of regular shot
7. Never get hurt by enemies in the cave with the teeth & tentacles
8. Never run out of air when swimming
9. Roll faster in level 3