All Weapons and Unlimited Ammo

Go to the inventory screen and press X, Y, X, Y, Z, Z, Z, Z, Y, Z, Y, X, X, X, Start. You will hear a grunting noise. Now use the skip level code to beat the game. Start a new game and punch in the gun code and then the skip. In the next level, you will have all the guns. Have fun!!!

Coliseum Shortcut

After you make it to the main room, go to the spike pit. Go to the corner (The one nearest the block that lets you climb to the second floor) and do one of those backward hops where you grab on to the side. You should see a small dent in the spikes. Position yourself right above it, or just shinny left until you can't go any farther. Let go, and you will be hurt, but the damage is very small and you get to skip a whole bunch of lions and that annoying puzzle with the two cages.

Level Skip

Pause the game and access the "Load Game" book. Go to the "Exit To Title" page and press Z, Y, Z, Y, X, X, X, Start. Lara should make a sound. Press A to skip to the next level.

Minimize Falling Damage

To minimize the damage that happens to you when you fall, press roll while you are falling. (It wont save you much but it helps.)

Unlimited Ammo

Enter the Level Skip code then press A + Up.