To play as Skeleton Zeke, press and hold down the following button combos when the game's "legal screen" appears: A, B, X, Y.
Cheat List
During gameplay, press and hold RIGHT, then press the following buttons to activate the corresponding effect:
Invincibility: B, X, X, X, B, X, Y, A.
Level Select: X, X, B, Y, Y, B, X, A.
Upgrade Weapon: B, B, Y, Y, X, X, X, A.
Play as Invisible Zeke
To play as Invisible Zeke, press and hold down the following button combos when the game's "legal screen" appears (the one with all the copyrights, etc): A+B+L+R.
Full Health
When low on health, save then quit the game. Reload the saved game to resume with your health restored.