Area 51

Shotgun:
Press Triangle, Square, Triangle, Left, R1 at the pause screen to start with a shotgun.

Level skip:
Select "Arcade" at the main menu, then aim at the black border of the boxes with "Beginning" or "Warp Ahead" to begin farther into the game than normal.

Rebel Kronn warrior:
Shoot the first three S.T.A.A.R. team members and nothing else at the beginning of the game. After the first human is shot, you will not be harmed by any gun fire. After the third human is shot, you will transform into an alien in the main hallway of the first level. You will have infravision when playing as an alien, which allows targets to be more visible.