Debug Menu:

In the options menu, highlight "Difficulty" and press L, A, R, R, Y.

 

Infinite Lives:

At the options screen press B, A, R, B, A, R, A to get the level select screen. Then press Select, A, L, A, R, Y.

 

Level Select:

Highlight the "Test Music" option, then quickly press B, A, R.

 

Unlimited Chi:

Enter options screen, set the sound to "Monaural" ,press Select, A, L, A, R, Y.