Big ball:
Pause the game, then press L1, L2, L1, L2, Up, Right, Down, Left.
Big bodies:
Pause the game, then press Up, Down, Left, Right, L1, L2, R2, R1.
No bodies:
Pause the game, then press R1, R2, R1, R2, Up, Down, Left, Right.
Big heads:
Pause the game, then press Up, Left, Down, Right, Up, Right, Down, Left.
Small heads:
Pause the game, then press Up, Down, Up, Down, R1, R1, L1, L1.
Fast players:
Pause the game, then press Left, Right, Right, Left, L1, R1, R1, L1.
Slow players:
Pause the game, then press Left, Left, Right, Right, R2, R2, L2, L2.
Programmer names:
Pause the game, then press R1, R2, Right, Right, Left, Left, L2, L1.
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MLB 2004 Cheats, Codes & Walkthrough/Guide/FAQ for PS2 from Cheat Code Central
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MLB 2004 Cheats at CheatingDome.com.