depending on all games genre and type of console games...most games dont allow you to use cheats, but try this website, it has a great variety of cheats and hints and codes that you can use...ofcourse not all of them are complete so bare with it.... www.gamewinners.com
I would expect a lot of games to require add-on hardware such as an action replay or exploder. These devices work by modifying memory registers while the game is running.