Secret Level in Shrapnel City:
There is a secret level in Shrapnel City that can be reached by going to the fountain by the pool in the Hotel Hell level and stepping through the waterfall and going behind a bush. There you will see a radioactive waste sign similar to the ones that indicate the end of a level except this one is grey and will take you to the secret Freeway level.
Defeating Final Boss:
If you have the jet pack you can make defeating the final boss easier by flying up and destroying the beer blimp. When you do this guns and health will scatter on the ground which you can collect and use against the boss. Keep an eye out for the Devestator weapon as this is particularly effective against the boss.
Unlock Cheat Menu:
At any point during gameplay press Down, X, R3, Right to bring up the 'Cheat' menu which will have ALL the classic Duke Nukem cheats. To select the cheats use the D-pad for directionals (not the stick).
In game you press down on D-pad, action button, kick button and right on D-pad. So on an xbox lets say: down, X, RS click, right. On pc I'm told you just type "duke" this will bring up the cheat menu.