New Super Mario Bros. Cheats

While paused on the map, press L R L R X X Y Y to enter the secret Challenge mode. You will now be unable to go back to an area that has scrolled off the screen while playing a level. This cheat only works after you finish the game.

At the "select a file" screen, keep pressed L and R buttons and choose one of your saved game files with the A button.
Now you'll play in the game as Luigi instead of Mario!