All of the cheats for Spyro: Year of the Dragon, just pause the game and enter them there.

2D Spyro
L, R, L, R, L1, R1, L1, R1, S, C

99 Lives
R2, L2, R2, L2, U, U, U, U, C

Big Head Spyro
U, R1, U, R1, U, R1, C, C, C, C

Black Spyro
U, L, D, R, U, S, R1, R2, L1, L2, U, R, D, L, U, D

Blue Spyro
U, L, D, R, U, S, R1, R2, L1, L2, U, R, D, L, U, X

Easy Mode
C, S, R, L, R, S, C, X

End Credits
C, S, R, L, R, S, C, X

Extra Hit Point
C, R1, C, L1, C, R2, C, L2, C

Green Spyro
U, L, D, R, U, S, R1, R2, L1, L2, U, R, D, L, U, T

Hard Mode
C, S, R, L, R, S, C, S

Pink Spyro
U, L, D, R, U, S, R1, R2, L1, L2, U, R, D, L, U, S

Red Spyro
U, L, D, R, U, S, R1, R2, L1, L2, U, R, D, L, U, C

Squid Skateboard
U, U, L, L, R, R, D, D, S, C, S

View Credits
L, R, L, R, L, R, S, C, S, C, S, C

Yellow Spyro
U, L, D, R, U, S, R1, R2, L1, L2, U, R, D, L, U, U

And here are all of the level warp and movie playback codes, simply enter the following code and then the corresponding button to do what you want:
U, D, U, D, L, R, L, R, S

Sunrise Spring HomeX, C
Sunny VillaX, X
Cloud SpiresX, S
Molten CraterX, T
Seashell ShoreX, R
Mushroom SpeedwayX, D
Sheila's AlpX, L
Buzz's DungeonX, U
Crawdad FarmX, R1
Midday Garden HomeS, C
Icy PeakS, X
Enchanted TowersS, S
Spooky SwampS, T
Bamboo TerraceS, R
Country SpeedwayS, D
Sgt. Byrd's BaseS, L
Spike's ArenaS, U
Spider TownS, R1
Evening Lake HomeT, C
Frozen AltarsT, X
Lost FleetT, S
Fireworks FactoryT, T
Charmed RidgeT, R
Honey SpeedwayT, D
Bentley's OutpostT, L
Scorch's PitT, U
Starfish ReefT, R1
Midnight Mountain HomeR, C
Crystal IslandsR, X
Desert RuinsR, S
Haunted TombR, T
Dino MinesR, R
Harbor SpeedwayR, D
Agent 9's LabR, L
Sorceress's LairR, U
Bugbot FactoryR, R1
Super Bonus RoundD, C
  
Title ScreenL, C
An Evil Plot Unfolds...L, X
A Powerful Villain Emerges...U, D
A Desperate Rescue Begins...U, L
No Hard FeelingsU, U
The Second WarningL, S
Bianca Strikes BackL, T
Byrd, James ByrdU, R1
Hunter's TussleL, R
Spike Is BornL, D
A Duplicitous, Larcenous UrsineU, L1
An Apology, And LunchL, L
A Monster to End All MonstersL, U
The Dancing BearR1, T
The EscapeL, R1
Deja Vu?L, L1
A Familiar FaceU, C
Billy in the WallU, X
One Less Noble WarriorU, T
THE ENDU, R