Extra weapons
After completing the game, go to the options menu. Turn up the volume and all other options. Complete the game again, with everything up and you will get many different types of weapons to choose from. Go into your options and choose a weapon.
Lemonhead bonus level
At the last mission, where Vic and Shane are in the hotel room with Hagop, when they give three options (to either kill or arrest Hagop, or take his bribe). Kill him. Assuming that there are no other conditions, after a few intermission sequences, Lemonhead will be featured in a new cutscene wanting back in. This will lead to a new, but short level featuring the Strike Team (Shane Vendrell, Ronnie Gardocki, and Curtis Lemansky a.k.a. Lemonhead).