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:

1. Start a new game on the difficulty you want (Crushing, in my example)
2. Play normally until the game saves
3. Exit the game back to the main menu
4. Go into the Difficulty menu and change the game difficulty to one you've beaten (i.e., has the cheats enabled)
5. Go into the Cheats/Tweaks menu and turn on whatever you want (Inifinite Ammo, One Shot Kills are probably the most useful)
6. Go back into the Difficulty menu and change it back to what it was
7. 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.

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:

1. Start a new game on the difficulty you want (Crushing, in my example)
2. Play normally until the game saves
3. Exit the game back to the main menu
4. Go into the Difficulty menu and change the game difficulty to one you've beaten (i.e., has the cheats enabled)
5. Go into the Cheats/Tweaks menu and turn on whatever you want (Inifinite Ammo, One Shot Kills are probably the most useful)
6. Go back into the Difficulty menu and change it back to what it was
7. 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.