Press Left, Up, Left(2), A, B, Y at the game start screen. Change the game type to normal mode and press Start. Choose a character and press Start to display the cheat mode screen. This screen allows stage selection, access to all weapons, and control of the Riddler in the practice mode.
Kill all enemies:
Enable the Cheat mode code. Press Start + L + R during game play to kill all normal enemies. Press this sequence multiple times to kill the Boss characters.