Test Mode
At the "Load" screen, highlight any of the scenarios (not the first one) and then press up, down, up, down, left, right, select, circle

Secret Items
At the "Buy" word press up, left, right, down, right, right, circle.

Level Select
At the "Load" screen, highlight any of the scenarios (not the first one) and then press right, down, up, left, R1, square, start, select, triangle, circle.

All Secret Items
For all secret items (including Langrisser and Alhazzard), try this. At the "Buy" word press left, up, down, right, left, select, right, up, left, down, right, select, circle.