Select Level (PAL Version):
Go to the new game screen and press L1 + R1 + Select + Start. Go to the map screen and all levels are unlocked.
All Weapons & Energy (PAL Version):
During play HOLD Triangle + Circle + Square + X and press Right
Refill Health Without Medic Kit:
You can do it anywhere, just find a bench and turn your back facing it and move backward, until you sit down. And your
health will slowly recover.