In the interest of completeness, I'm posting this alternative answer which says that yes, you can use certain guns and cheats on difficulties you have not beaten yet. It relies on a save game glitch, and is done as follows:
- Start a new game on the difficulty you want (Crushing, in my example)
- Play normally until the game saves
- Exit the game back to the main menu
- Go into the Difficulty menu and change the game difficulty to one you've beaten (i.e., has the cheats enabled)
- Go into the Cheats/Tweaks menu and turn on whatever you want (Inifinite Ammo, One Shot Kills are probably the most useful)
- Go back into the Difficulty menu and change it back to what it was
- Choose 'Continue' to load your game with the selected tweaks.
Note that because this is a glitch and not intended behaviour, it may be frowned upon by more discerning gamers! :) Doesn't block progress or trophies, though.
edit This glitch has only been tested in Uncharted 2. As far as I know it doesn't work with the first game.