Highlight the "Undercover" option at the main menu, then press Up(2), Down(2), Up, Down, Up, Down, Up(2), Down(2). A cheat option will appear. Once in the cheat menu, press Right to activate or Left to de-activate the various cheats.
Strange screen colors
Enable cheat mode, then enable the "Test Stuff" option. Press Select during a mission or game. This changes the screen colors. Additionally, the car's coordinates appear where the damage and felony normally appear.