Ten continues, planes, and plasma shots: Start a game and pause it. At the Continue/Options screen, select "Options." Then, at the screen with Play Game and other options, press Triangle, Square, Circle, Square, Triangle, Square, L1, L1 and R1 (simultaneously), Select, Select. The picture to the right should turn into a skull. Now press Triangle, Square, L1, L1, L1, Square, Triangle. The game will restart, and you have ten continues, planes, and plasma shots. You can enter this code as often as you like.
Stage select: At the title screen, press Start to enter the menu with Play Game and other options. Move the cursor to "Password" and hold Select. While holding the Select, press Triangle, L1, Square, then release the Select and press Triangle, L1, Square, Triangle, L1, Square. A Round select should appear. You can go to any stage by pressing Left or Right on the control pad.