At the Main Menu press Right, L1, Up, Up, Down, Right, R2, L2, R2, Down, Up, Down. Start a game with any ship and quit. Then, start again.
All Upgraded Ships
At the main menu press L1, Left, L2, Down, Select, Left, Down, R2, R2, R2, Select, Up
Hidden Levels
At the Main Menu press Left, Right, L1, Left, Right, L1. R2, R2, L2, Left. Right, Up. Start a game and exit. Then, start again.
Wraith Ship