The big daddy of all the nokia programming codes is *3001#12345#
There's no need to press anything else, just hit the last # and it'll go into the menu. there's all sorts of strange things in there, most of which I'm unsure of the meaning. Mostly I like leaving my phone in test mode and I can watch my phone switch cell towers as well as watch how strong a signal is. Just be careful, as it is possible to essentially remove your phone from the network. to get out of the menu, simply reboot the phone.
(a note: this code works on virtually all nokias, except for (in my experiences) a specific model of GSM phone)