There are no cheats available for X-Wing Alliance yet, however you can play each mission with invulnerability, unlimited ammo and no collisions by changing the settings in the game, you will however lose points for using these aids.

If you get killed during a mission for the Rebels (i.e. Not family missions) you will have the opportunity to skip the mission (click on the icon towards the bottom right during the debriefing), however I strongly advise against skipping missions as you will miss large chunks of the story line and any medals. IMPORTANT NOTE: You can only skip a maximum of three Rebel missions.