Sonic CD [cheats] Cheat mode:
Press Down, Down, Down, Left, Right, [Space] at the title screen to enable the sound test screen and chat mode. Enter and play one of the corresponding sound combinations to activate the corresponding cheat function. 

Effect / Sounds 
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Debug mode PCM12, DA11 
Bonus levels PCM07, DA07 
Display artwork PCM03, DA01 
Human-faced Sonic PCM12, DA25 
Hercules Sonic PCM04, DA21 
"Revenge of the Mutant Artwork" PCM11, DA09 

Level select:
Press Up, Down, Down, Left, Right, [Space] at the title screen. You can choose any past, present, or future level to play. However, when you warp or finish the level you will return to the title screen. 

Development team high scores:
Press Right, Right, Up, Up, Down, [Space] at the title screen