After completing the game, go to the options menu. Turn up the volume and all other options. Complete the game again, with everything up and you will get many different types of weapons to choose from. Go into your options and choose a weapon.
Lemonhead bonus level
At the last mission, where Vic and Shane are in the hotel room with Hagop, when they give three options (to either kill or arrest Hagop, or take his bribe). Kill him. Assuming that there are no other conditions, after a few intermission sequences, Lemonhead will be featured in a new cutscene wanting back in. This will lead to a new, but short level featuring the Strike Team (Shane Vendrell, Ronnie Gardocki, and Curtis Lemansky a.k.a. Lemonhead).
Some bonuses are unlocked based on the decisions you make during gameplay. Do not read this list if you do not want to read any spoilers. You have been warned.
How to unlock
Complete optional objective to take suspect to Claudette's desk after talking to Julien on your second visit to the Barn.
Complete optional objective to find 4 pieces of additional evidence against the Armenian Might whilst searching the room containing the MP5s.
Complete optional objective to rescue the hostage whilst searching the Sierra Hotel for Hagop.
Take bribe from Hagop at end game choice.
Arrest Hagop at end game choice.
Kill Hagop at end game choice.
Arrest a large number of suspects on Normal or Hard difficulty.
I don't know - if anybody else does please tell me.
When in the tenement building beat up the unarmed junkie found after the crawlspace using only your fists. This is done on Normal or Hard difficulty.
Keep putting coins into the machines found at Harry Palm's porn shop. This only seems to work on Hard difficulty and may not work on your first visit.
Successfully search a large number of possible contraband hiding places (cupboards, drawers, etc.). This is done on Normal or Hard difficulty.
Complete optional objective to find Carl's hidden stash (on the pile of clothes in the corner of his bedroom) on your first visit to Carl's apartment.
Successfully search a large number of suspects (alive or dead). This is done on Normal or Hard difficulty.
Bonus #21, #22, #23, #24 and #25
Beat the game on any difficulty to unlock bonus #23, #24 and #25. Beat the game on Hard to unlock the others as well. Ending does not seem to matter.
Complete optional objective to return runaway suspect to Danny when you visit Lago apartments after arresting Ruben Diaz.
Complete optional objective to arrest the two drug dealers after unlocking bonus #3.
Complete optional objective of escorting Jed to Danny after interrogating him to find out where Antwon Watts is.
Complete optional objective to arrest the 3 punks robbing Jed's apartment after unlocking bonus #5.