To have infinite shurikens, go into the options menu and change the S.E. to "SHURIKIN". Then go to the shurikens option and change it to 00. Wait for a few seconds, and the 00 will change into a ∞. When you start the game, the shuriken counter will always be at 999, so you'll never run out of them.
To be able to use a 6 button controller with the game, plug a 6 button controller into port 1 of the Genesis console and then another controller into port 2. Turn the game on, and at the main menu, highlight options. On controller 1, hold down the mode button, and on controller 2, hold up and the C button. With all of these buttons held down, press start on controller 1. When you enter the options menu, you can tell if the code has worked as the text at the top will should now say "OPTION" rather than the usual "OPTIONS". When you start the game, you will be able to use a 6 button controller. For info on what each button does in this mode:
Thanks very much to M.I.J.E.T. for providing this code. Using a 6 button controller lets you have a dedicated buttons for guarding and close-range attacks. Note that the Y and Z buttons will always have Joe throw a shuriken regardless of how close he is to an enemy.
There are plenty of bonus points available for beating each round within certain conditions. Completing a level without using any shurikens will give you the shinobi bonus, worth 30,000 points. The no ninjitsu bonus is self-explanatory, whilst the perfect bonus is for beating a level without taking a hit.
To become invincible, go into the option menu and play the following tacks via the sound test, in this order: He Runs, Japonesque, Shinobi Walk, Sakura, Getufu. You'll know if you've done it correctly as Getufu won't play. Start the game, and Joe won't take any damage from enemy attacks, but he can still die from being crushed or falling into pits.