Mega Turrican seems like an excellent candidate for this treatment, because it is hard as all get out. While previous entries in the franchise involved huge, maze-like levels, Mega Turrican is basically Contra but faster (and with backgrounds that don't contrast enough with the enemies) -- a straightforward left-to-right run-and-gun. And that is almost universal code for "punishingly hard game whose first level you will see about fifty thousand times."
With that in mind, an invincibility cheat seems like a perfectly relevant and helpful thing to offer. It couldn't be easier to pull off, either: just pause the game and hit A, A, A, B, B, B, A, A, A. You don't even have to write this one down! You can also skip a level by hitting right, left, down, right, and then B while paused. And now you can pretend to be successful while playing Mega Turrican!
[Codes via GameFAQs]