Sega Master System / Mark III / Game Gear
In the Option screen, set the rank to "1 CRUSH" and then press + or +.
Hold and press x10. You get extra debug options on the main menu (for testing certain screens) and extra options in the Option screen for a level select, invincibility/infinite lives, and a boss-only mode.
After you complete the game, a new image appears on the Option screen. You get a different image for each difficulty level, plus another image if you have enabled the cheat mode.
See the main page for Power Strike II