Even though this game is rather easy, I will post some tips I found quite helpful:
Don't be ashamed to use the cheats! I didn't use all of them, but I can tell that if you at least unlock the red bricks you can make your life significantly easier and collect a few treasures along the way which reduces the time you have to spend on the game significantly.
You will have to do each level twice, so don't worry if you can't get everything on one level. Use the stud multipliers all the time during the levels to get the true adventurer right away.
Use the whip of Indiana as often as possible to disarm enemies, pick up items and swing across ledges. It will reduce the time you need to grind for them significantly and also open everything you can with your special skills (archeology, thug statues, etc.).
You will quickly find out which cheats are the best for constant use, however I found everything useful which gave me a speed boost (fast dig, etc.) so use these constantly to speed up the game a little bit.
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