All Weapons and KeysEdit
If you have a six button controller, pause the game, then press ↑, mode, A, and C.
Quick Weapon Select (BFG)Edit
If you have a six button controller, hole down the mode button and press Z.
The player can choose what level to start on; however, in order to play the final level, the player must play through all others first, as starting at any level other than the first one will not access this level.