Here are a few cheat codes that I've revealed before in other places, but I thought it might be worth putting them in a more official place like this. Warning: there may be some mild spoilers if you read beyond the "Switch Lizard" cheat.
Options: Not really a cheat code, but pressing SELECT on the title screen will give you a few options like an easy mode, turning the music off, or listening to the soundtrack.
Big Head Mode: hold UP and jump (A), then hold DOWN and jump, UP and jump, DOWN and jump... repeat until 8x when the size of your head will change.
Switch Lizard: pause the game (START), then press RIGHT, UP, DOWN, then press DOWN again and hold it and press SELECT. This will switch your lizard.
Diagnostics Zone: pause the game (START), then press DOWN, UP, LEFT, then press LEFT again and hold it and press SELECT. This will take you to the diagnostics zone where you can see the hidden state of the game. You can toggle all coins collected, and "flags" which affect progress made in the world (e.g. flags 0A-0F are the 6 bosses).
Super RUDD: use the game genie code ZEEIXYYE to enable "extra" lizards for the switch code.
Super DULL: use the game genie code ZAKZKAYE to enable "extra" lizards for the diagnostics zone.
More Passwords: on the CONTINUE screen to the left of the start, you can hold SELECT + A while you press UP to enter the door to force it to accept passwords for every room, instead of only rooms that contain a save stone. (The Lizard Source Code package contains a tool that will generate a complete list of valid passwords when you export the game.)