Different Colored Hair  Press and hold R1+L1+Square+Select and press <, Down, >, Up, Up, >, Down, < at the options screen. (Thanks to LWargalla@t-online.de)

Extra Weapons  At the loading screen of a new game, press and hold R1 and press Select, >, <, Down, X, Circle, Start. Then, press Start after the game loads. (Thanks to LWargalla@t-online.de)

Refill Health  Save the game, quit, and restart. (Thanks to LWargalla@t-online.de)