To use any of these cheats, pause the game and enter any of the following:

Super Sword: Circle, Left, Down, Triangle, Right, Circle, Up, Triangle.
Infinite Heartstones: Left, Up, X, Square, Up, Down, Square.
Level Select: Triangle, Circle, Circle, Left, Circle, Up, Down.
When you run out of lives, go into the "Options" from the title screen. There is a level select at the top of the menu.