A large list of Action Replay codes can be found here for the Game Gear:

http://www.ridhughz.demon.co.uk/gamegear/parcodes.txt

Some SMS PAR codes:

http://members.citynet.net/ges/par.html

And here are the ones that I found for the SMS and GG:

Dynamite Dux
------------

00C227-FF Infinite Energy

Galactic Protector
------------------

00C104-00 No Damage
00C105-03 Lives???

Jurassic Park
-------------

00CA00-03 Infinite Energy - Car
00C1EA-03 Infinite Energy - Action
00C030-03 Infinite Lives

Power Strike 2
--------------

00C314-09 Infinite Lives
00D026-5E Invincible

Time Soldiers
-------------

00D356-4E Invincible

GG:

Berlin Wall, The
00C01C03 Infinite Lives
00C16501 Have Dragon Suit
00C20A0A Invincibility *** No enemies! ***

Devilish (JP):
00D0E504 Infinite balls
00CC89xx Infinite time

Doraemon:
00C05B06 Infinite lives
00C061xx Have Bazooka (01), Gun (02), Cape (03)

GG Aleste:
00C20C21 Invincible

Gun Star Heroes:
00C416FF Infinite energy

McDonald's: Ronald in Magical World
00C80B03 Infinite health
00CF6205 Infinite lives
00C81D21 Invincibility

Power Strike II:
00C03Dxx Infinite lives
00D9F4xx Infinite bombs
00C99E21 Invincibility

Woody Pop:
00C110xx Level select
00C11103 Infinite lives
00C810ff Wide Paddle & Shooting
00C84Fxx Replace xx to alter ball speed
00C84503 Morphing ball
00C50Fxx Ball Type 01 = Hold ball,
10 = Big ball,
20 = Fire ball,
40 = Diamond ball,
50 = Big Diamond ball
60 = Fire Diamond ball