Invincibility:
Pause game play and press A, Y, A, Y, L, R, L, R, X, B(2).

Extra continues:
Pause game play and press A, B, Y, X, R, L, Up, Down, Right, A(3).

Restore energy:
Pause game play and press Select, A, Y, A, Y, X, B, X, B, R(2), Select.