Unlimited items - Have Lara face exactly north. Enter the inventory screen and look at the compass. If the red point is not blinking slightly, try positioning her again. Go to the large medipak, hold L1 + L2 + R1 + R2 + Down, then press Triangle right as the compass hand points directly north. Close the inventory screen and reopen it. All weapons should now display "Unlimited ammo".

All Secret Items - Face NORTH, enter your INVENTORY, highlight LARGE MEDI-PACK. Press and HOLD L1+L2+R1+R2+Down+Triangle 

All Weapons - Face NORTH, enter your INVENTORY, highlight SMALL MEDI-PACK. Press and HOLD L1+R1+L2+R2+UP 

All Weapons & Unlimited Ammo - Face NORTH, enter your INVENTORY, highlight SMALL MEDI-PACK. 
Press and HOLD L1+R1+L2+R2+Triangle 

Level Skip - Using your compass located on the Inventory Screen, face North during any point in the game. Then highlight Load on the Inventory Screen and: Hold L1 + L2 + R1 + R2 + Up and press Triangle.
NOTE: The compass needle must be exactly North. 
Send in by Skull Dog

To kill skeletons:
The skeletons are invulnerable from any of Lara's weapons, but they can be killed. To kill them you need use a shotgun. When you use this on a skeleton they will fall backwards. Do this near a big drop and watch them fall down to their deaths!

Shortcut to beat Van Croft:
The whole of the second level is a simple race against Van Croft. To beat him here are a few tips:

When you need to swing on the bars do a running jump to get a head start. When you need to jump over two pits, fall down the second pit and head for the right hand corner and there is a shortcut so you can get in front of him!

Level Skip:
Go to the inventory screen and make sure that the compass is facing north (hang off a north ledge). To get the compass facing exactly north, hang from a ledge facing north. Otherwise, the cheat won't really work. While in the inventory screen, go to Load Game, press and hold L1, L2, R1, R2, up on the directional button and exit the inventory screen by pressing triangle. 

All Items - Go to the inventory screen and make sure that the compass is facing north. While in the inventory screen, go to Large Medipack, press and hold L1, L2, R1, R2, down on the directional button and exit the inventory screen by pressing triangle. 

All Weapons, Infinite Ammo, Sml Medipack, Lg Medipack - Go to the inventory screen and make sure that the compass is facing north (hang off a north ledge). While in the inventory screen, go to Small Medipack, press and hold L1, L2, R1, R2, up on the directional button and exit the inventory screen by pressing triangle.

Gold Skulls in the Training Level:

The first skull is at the beginning toward the left. 
The second skull found is in the shallow water below the very first jump you are instructed to do. 
The third is below the running jump section of training. 
The fourth one found is in the water of your swim training session. 
The fifth one is found during the outdoor sequence where the old man is fighting two of the wild boars. It's around to the right, all the way into a right hand corner. 
The sixth one is on the floor on the right side of the room where the spikes are near the exit door just before Lara goes out to learn to crawl through the crawlspace. 
The seventh one is the one in the crawlspace (you called it the fifth one.) 
The eighth one is on an elevated ledge/walkway that's off to the right where Lara follows the old man up the ramp just before he makes the speech about going left or right depending, because going left is harder

Gameshark Codes

Inf Normal Grenade Ammo 800ab6f0ffff
Inf Explosive Crossbow Ammo 800ab6faffff

Have Pistols 300ab6b800ff
Have Uzi 300ab6b900ff
Have Shotgun 300ab6ba00ff
Have Crossbow+LaserSight 300ab6bb00ff
Have Grenade Gun 300ab6bc00ff
Have Revolver+LaserSight 300ab6bd00ff
Have LaserSight 300ab6be0001

Inf Small Medipacks 800ab6e0ffff
Inf Large Medipacks 800ab6e2ffff
Inf Flares 800ab6e4ffff
Inf Uzi Ammo 800ab6e8ffff
Inf Revolver Ammo 800ab6eaffff
Inf Normal Shotgun Ammo 800ab6ecffff
Inf Wideshot Shotgun Ammo 800ab6eeffff
Inf Super Grenade Ammo 800ab6f2ffff
Inf Flash Grenade Ammo 800ab6f4ffff
Inf Normal Crossbow Ammo 800ab6f6ffff
Inf Poison Crossbow Ammo 800ab6f8ffff

All Secrets Found 800b26ba0046

Infinite Air 800ab5b206b2