Cheat Menu
Go into your AnachronoxanoxdataCONFIGSDefault.cfg file. There is a line that reads set debug 0. Change the zero to a one. Then start up the game (it'll start in debug mode, which will show you lots of text messages). Once you're in the game, you can bring down the console by typing the tilde (~) key, and then type in the cheat "invoke 1:86".
Skip Battles
Edit the same config file, access the console by pressing tilde (~), then type in "BATTLEWIN".
No Clipping Mode
Edit the same config file, access the console by pressing tilde (~), then type in "NOCLIP".
Modify Game Speed
Use the console and type "timescale #" where # =
greater than 0 and less than 1 then game slows down
equal to 1 then game is running at normal speed
greater than 1 then game speeds up (great for long video sequences)