When you're at the character selection menu, click "del" and you'll be able to rename your character. Input the code you wish to use and click enter. You may rename as many times as you want with seperate codes and still have the others running for that specific character.

itsgallus - All Levels & All Cities
itstantrum - Unlimited Lives
hatemachine - Raise Pont Values
heartofgold - View FMV Sequences
buckfast - Press Keypad * for All Weapons
% machine - 10x Multiplier
iamthelaw - No Police
itcouldbeyou - 999,999,999 Points
suckmyrocket - All Weapons, Armor, "Get Out Of Jail Free" Card
iamgarypenn - Enable Extra Offensive Language
iamnotgarypenn - Disable Extra Offensive Language