Cheat Mode
Pause the game and press R1, R1, L1, R1, L1, L1, R1, L1, R1, R1, L1, R1, L1, L1, R1, L1.

After you enter "Cheat Mode", the following cheats will be available in the Options menu...
Cheat Win
Clear Fog of War
Enable All Levels
Gimme $10,000
Player Invulnerable
Show LZs
Toggle Unit Spying