To gain all weapons and limited invulnerability, press CTRL-R-E-N.
Hold ALT-L and type the episode number (1-4) and level number (1-5). For example: to skip to episode 2, level 3, press ALT-L-2-3.
To recharge your energy (and 0 your score), press B + I + G simultaneously.
To bypass the introduction, add "SKIP" to the command line when starting the game.
To warp to any location in the current level, hold ALT-= and type in coordinates. See the next code for format.
To see where you are, press CTRL-ALT-RSHIFT-F12. This is useful if you want to return to this spot later via Teleport.