(pause the game and enter:)
Level Select:
Press and hold R2 or L2 and press right, right, left, right, triangle, down, right. Unpause the game and press Select to bring up a level select menu.
One-liners:
Press and hold R2 or L2 and press triangle, left, circle, up, down. Unpause the game and press Select to make Gex crack a joke
Time Cheat:
Press and hold R2 or L2 and press right, triangle, right, left, triangle, X. Enter the Game Stats menu, and press square to automatically receive the best time for any level.
Screenshots
