As I am unsure what kind of Gaming Platform you are using I will list out both PC and Xbox360/PS3. For XBox360 cheat codes, you can go to this site
To activate cheat mode, pause the game, and select "Extras" and "Cheats". Select "Add Cheat" and enter one of the following codes to activate the corresponding cheat function. If you entered the code correctly, you will hear a sound.
As for the list of Xbox360/PS3 cheats that I currently know of: (I did not add the world codes etc. as you can find these in the website I gave)
•cheese - gives you $100,000
•letsrock - gives you a full set of weapons
•runfast - you can sprint forever
•whatitmeanstome - give respect
•brains - zombie mode
•ammojocky - toggles unlimited ammo
•vroom - your vehicle is immune to damage
•pissoffpigs - add police notoriety
•goodygoody - no police notoriety
•lolz - add gang notoriety
•oops - no gang notoriety
As for the PC version, you can check out this website
You can enter cheats by accessing the HUB menu, then the Extras menu, and finally the Cheats menu. Entering codes disables auto-saves and also will not allow you to earn any in-game Trophies or Achievements unless you load a save without the cheats enabled. You can enter any cheats below to access the corresponding effects
•cheese - Puts $100k in your pockets (can be spammed multiple times in a row)
•letsrock - Gives you a full load-out of randomized weapons
•goodygoody - Removes the Notoriety from you at any time
•runfast - Your super-sprint doesn't exhaust your Stamina
•fryhole - All of the dead bodies lying around start to raise up into the air
•vroom - Indestructible cars
•isquishyou - All cars can now drive over other cars like tanks (can only be turned off by reloading a clean save)
•hohoho - This makes all of the pedestrians either pimps or prostitutes (LOVE THIS ONE)
•mascot - All pedestrians turn into mascots
•evilcars - Makes all of the cars on the road target you and start attacking you