At the Title screen (it must say 'Press Start'), enter the following codes:

Unlock Every Level
Down, Down, Up, Up, Left, Right, Up, Down, A

Level Portals Opened
Up, Up, Down, Down, Left, Right, Up, Down, A

Unlimited Health in Sparx Worlds
Down, Up, Up, Down, Left, Right, Right, Left, A

Unlimited Weapons in Sparx Worlds
Down, Right, Up, Left, Left, Up, Right, Down, A

Extra Sparx Weapons
Right, Up, Right, Left, Down, Up, Left, Down, A

Now enter one of the following commands in any Sparx world:

Invincibility Shield: Press Up + Select.
Smart Bomb: Press Right + Select.
Rapid Fire: Press Left + Select.
Homing Bombs: Press Down + Select.
All Keys: Press L + Select

Infinite Lives:

Go from the autumn fairy home to the winter fairy home and there is an extra life right there, just go back and forth.