At Title Screen, press Left, Left, L Button, L Button, Right, Right, Left, Left.

At Title Screen, press L button, L button, L button, C-Right, Right, Left, Left, C-Left.

At Title Screen, press R Button, C-right, Right, L Button, C-left, Left, C-right, Right.

Press the R Button 7 Times and Then Press Left on the D-pad. You should hear a sound. Now go to the Cheat Menu and there it is at the very top.

At title screen, press L button, C-Left, Left, R button, C-Right, Right, Left, Left, Right You should hear a sound. There should be a new option in the Cheat Menu.

Shoot or blow up a water fountain, fire hydrant, or even a toilet. Then walk over to the water that's squirting up and hold "A". You will gradually regain your energy.

For Big Duke, you must have invincibility. Then...

Dukematch any number of players
Take the expander and expand the other Duke
Right before he explodes press start
Go to cheats and turn god mode on then off.
Go back to the game and have a big Duke