Gran Turismo 4 Licence Guides
To get a Blue (acceleration) and Red (brakes) Licence Test Guide simply push R3 during 3,2,1,Start. It shows you the best route to go and where to start braking. This only works on the B and A license tests and tests where there is no pace car.

Gran Turismo 4 Speed up B-Spec Races
While in a race in B-Spec mode, press R1 to switch to Race Monitor. Hold L1 + Right on the D-pad and you can make the race go up to 3x's faster. The only downfall is you have to stay on the Race Monitor screen in order to keep the race sped up, it switches back to 1x when you go to Broadcast View mode.

Gran Turismo 4 Speed up replays, and turn off BGM
To speed up your replays simply press down L3 and to turn off the background music simply press O.

Grand Turismo 4 Stay in same gear in Automatic transmission
When using the automatic transmission option, hold R2 to make your car remain in the same gear. This is great for remaining at a given speed through a corner, or stretching the top end of a gear for a little extra speed/performance.