It would be cool to be able to choose the kind of weather you want for a certain stage:
1. Day light
2. Sunrise/Sunset
3. Nightime
4. Raining
5. Snowing
I don't know about gameshark codes. But I know of the other ways to do it. The main method is through ATTACK.OUT editing. Each event has settings for such things. I believe some event editing with get you the same results. I would recommend looking up ATTACK.OUT in the Wiki Section for the clues as to how this works.