Lunar Knights Cheats

Unlock New Modes
Boss Rush: Go to Sheridan's Mansion on New Game+
Hard Mode: Defeat the Final Boss
New Game+: Defeat the Final Boss

Unlock Django and Sabata Gears
You might have to go through back and forth a lot to get them but it's worth it. Most of them are from the boss rush.

Blood-Sucker(Sabata only): Using Sabata, beat Boss Rush in Gold class with the option "All" and get S-rank.
Day-Walker(Django only): Using Django, beat Boss Rush in Platinum class with the option "All" and get S-rank.
Eclipse-eye(Sabata only): Complete Epilogue tower from floors 81-90.
Eclipse-googles(Django only): Complete the Epilogue tower at the 91-100 floors.
Night-Stalker(Sabata only): Using Sabata, beat Boss Rush in Platinum class with the option "All" and get S-rank.
Soul-Saver(Django only): Using Django, beat Boss Rush in Gold class with the option "All" and get S-rank.

Use Boktai Games as Solar Sensors
While the paraSOL weather system may control the climate of the Lunar Knights world, you can directly affect the intensity of Sunlight or Moonlight in the game by slotting one of the three Boktai games into your Nintendo DS's GBA slot.

When you start your game with Boktai slotted, you will be prompted to adjust the Solar Sensor. Afterwards, you will have one of three new items in your Valuables section of the pause menu. These three different Solar Sensors have different effects depending on which Boktai game is inserted in the GBA slot.

Solar Sensor Ver. 1: Insert "Boktai: The Sun is in Your Hand!" into the GBA slot of your DS.
Solar Sensor Ver. 2: Insert "Boktai 2: Solar Boy Django" into the GBA slot of your DS.
Solar Sensor Ver. 3: Insert "Shin Bokura no Taiyou: Gyakushuu no Sabata" into the GBA slot of your DS.