To have all weapons, at the title screen, when the title animation stops moving, press A, A, A, A, Up, Down, B. You should get a confirmation sound. When in-game, press pause and hold C + Up / Down to pick a weapon.
On the game's title screen
To skip to stage 8 - 3, reset the game. Don't touch the controls and the game will play by itself, after about 10 minutes it will start playing stage 8 - 3, a very dark level, and the game will pause. When it does, unpause it and you will instantly die and it will say 'Player 1 Time out!' You will now restart on level 8 - 3.When starting from this glitch you will always be playing the default settings, even if you change them. Normal difficulty, 3 continues and 3 lives.