The following cheats allow you to: be invincible; get the slave bird; morph through the different characters and get all the ammo.
1 - jjgod
2 - jjbird
3 - jjmorph
4 - jjammo
There are a few secret signs scattered around JJ2, one of them referring to a certain fish...
I can't remember the exact places of the signs, so I'll put in some of the stuff on some of the signs and you can find more (My JJ2 game somehow broke,... more