Shukaku: Cheating to get to the final level is not something I recommend. The only cheats that exist are for the console based versions: no cheats exist for the PC version IIRC. However, since the PC and PS1 are so very similar, I recommend you check out this LP on YouTube that might assist in getting the cages:
http://www.youtube.com/playlist?list=PLB9E92E9C1DF619EE&feature=plcp This was good advice. I was dreading doing those hard levels all over again, but using a cages guide, it wasn't so bad. And I learned I didn't have to beat the bosses again or go through some of the sections that didn't have cages in them.
Now I've beaten the game and it was worth the victory.
yonato: Yeah, cheats definitely exist for the pc version:
http://www.kmgassociates.com/rayman/codes.htm Works perfectly for me.
I actually did use that site to give myself health and extra lives, but I never found anything that gives you access to the final level or gives you all the cages. Anyway, I went back through the levels and found all the cages and it wasn't so bad. The end level was quite fun.