Go to http://rct.tomrobbo.com/3-utils.php and download 'RCT Save Game Modifier'. It is the second file under RCT1. You can also find many other utilities there including RCT access all parks (note that the author of rct access all parks provided an ♥♥♥♥♥♥♥♥ download link in another guide).

Make sure SGM is installed correctly and run it. Click on 'New Park' (3rd button).
Version - This should be LL unless you want it to work for people who don't own all expansion sets (the deluxe version (on steam) contains both CF/AA and LL).

Theme - Choose between Flat Land, Hills, Valley, Mountains, Depression, Dome and Islands. Just click them all and see the options on the left change.

Avg Height - The average height of the map.
OverAll Variation - Higher values generate higher hills, steeper mountains ect.
Water Level - It will add water to every single tile lower than this. If you set this the same as the avg height on mountains, about half of the map will be covered with water.

Suface/Edge - SGM will automatically set all surfaces and edges, you can specify low, med and high here. You can set the heights with the two dropdown menu's on the left. This way you can make everything up to one level above the specified water level sand, or the top of the mountain snow.

Smooth - Do I have to explain this? No.

Click Create to create the map.

Goal - In the scenario tab you can set the goal for the scenario. Just open the drop down menu and change the goal (Have Fun! by default). If you see a '#' in the goal you'll have to choose a value yourself. The input box appears after selecting the goal.

On the left you can find various options such as Prohibit Land Modification and Don't use money.

Choose your favourite options under Peep Intensity and Climate. Beneath these 2 boxes you can find an empty input box. Add the description of your park here. For some reason it didn't work for me last time, but that's probably because I forgot to click the 'Erase messages - Add the above' button =)

Enter a scenario name and then click the red arrow. Magic! Unless you want to park name to be something different of course.

If you didn't check 'Don't use money' go to the financial tab to change starting cash (usually 10k, default 30k), initial loan (usually 10k, default 10k) and max loan (default 50k). You can also set the Purchase Land Price, Construction Rights Price and the initial park entry fee.

If you chose a mission that forbids changing the park state manually, make sure you set the entrance to 'Open' in the financial tab!

Click a bubble to change it's color to red, yellow or green. You can't change blue bubbles. Green means it's available right from the start. Yellow means you have to research it in-game and red means you'll never be able to build it in your scenario.

Instead of changing them all manually you can just click the random or enable all buttons. Click the buttons left of random to change if it applies to all pages, or the current page only. Read the tooltip at the bottom-left of the window to see what each button does or what the current state of an item is.

Click the x/x/x of an item to go to the ride improvements.
If you decide to do it all manually, I'd advise you to make sure there are no researchable ride-improvements or disabled attractions. This makes it easier to change the sequence.

Sequence tab - Left you can choose the category of which you want to change the research sequense. Click an attraction the then 'Move Up' or 'Move Down' to change the sequence. Attractions at the top of the lists will be researched first. Or simply click the Randomize button.

Before saving, go to the scenario tab, and change the slot number to a free slot. Slots 1 to 100 are already used by the in-game scenario's. Then click 'Use Slot #'. Now click the save button. Go the the scenario's folder and make sure you save it as RCT scenario (*.SC4). I highly recommend putting the slot number in the file name. This way you can easily see which slots are free and which are already used. Mega Park is in slot 21 and is named sc21.SC4. I also recommend not overwriting any of the original scenario's. You'll never get them back.

To manually edit the terrain or to add a few attractions and guests before the scenario starts, first create the scenario as described above. Either choose don't use money (you won't be able to set entrance fees) or give yourself a huge amount of money. Then play the scenario and build/edit what you want. Save the game how you would normally. If you want you can start research right before you save so players don't have to do that when playing the scenario. Now load the saved game, change the cash to normal again and reset the date in the Scenario tab. Don't forget to set the slot again and save as scenario.
WARNING: Before editing the land, test if you can save your progress! If you own too much land for example, the game might refuse to save!!!

To play a custom scenario, make sure it is in the Scenarios folder (...\Steam\SteamApps\common\RollerCoaster Tycoon Deluxe\Scenarios) and that it doesn't have the same slot number as any of the other scenario's (SGM doesn't allow you to set it to one of the slots used by the original scenario's). Then start RCT, click new game and go the a new tab called Competitions. Click the scenario you made/downloaded and hope you get no trapper errors =)
(trapper error messages appear when the game thinks you are doing something that is not possible, like steel coaster trains on a monorail, the game will quit then and all progress is lost)
WARNING: Before actually playing your scenario, make sure you can save! If you park has too much owned land or something else, the game might refuse to save your progress!!!

Thanks for reading!

I hope steam workshop will someday allow us to share custom scenario's =)