At the Character select, hold L1 + L2 + R1 + R2 and enter the codes
All Boards - press X, Triangle, Circle, Square

Start a game, and at the character select screen, simultaneously press and hold L2, L1, R2, R1, and then enter any of the following cheats:
Alternate Bart - O, X, square, triangle
Alternate Frink - X, O, triangle, square
Alternate Homer - triangle, O, X, square
Alternate Krusty - O, triangle, square, X
Alternate Lisa - square, triangle, O, X
Alternate Marge - X, square, triangle, O
Alternate Nelson - triangle, square, X, O
Alternate Otto - square, X, O, triangle
Alternate Wiggum - triangle, O, square, X

Bart - X, square, O, triangle
Frink - square, X, triangle, O
Homer - O, X, triangle, square
Lisa - square, X, X, O
Nelson - triangle, square, O, X
Wiggum - X, O, square, triangle

Start a game, and at the character select screen, simultaneously press and hold L2, L1, R2, R1, and then enter any of the following cheats:
$99 - triangle, X, O, square
All Boards - X, triangle, O, square
All Levels - triangle, X, square, O
All Skaters - O, triangle, X, square
Glowing Skaters - X, triangle, square, O