Level Skip
     While playing a one-player campaign, hold L1+L2+R1+R2+Select then press Start+X.

To Kill a Battleship
     The easiest way to kill a battleship is with a submarine. As soon as the battle starts, Dive. When you dive, a helicopter will come out and use sonar to find you. You should make your way under the other ship. While staying under him, pump out torpedoes like there's no tomorrow. This tactic should destroy him fairly quickly.