Hidden Controls
There are a number of "hidden" controls in Gran Turismo 4 that will make navigating the game a bit easier.
On the main Gran Turismo Mode screen, press L1 to jump the cursor to Home, and press R1 to jump the cursor to the country of your vehicle's manufacturer.
When looking at your garage in Home, press START to bring up the vehicle settings screen.
When changing your vehicle's settings, press START to enlarge the Engine Power/Torque curve.
At the end of a series race, press START to skip the finish times and championship points screens.
During a replay, press L3 to fast-forward.
During a pit stop, press X to to stop refueling, letting you get out of the stop faster.
With the Driving Force Pro wheel, press any combination of the LEFT, RIGHT, and DOWN buttons on the D-pad to look in that direction while driving.

Horse Power
When you buy or receive a new car, before driving it change the oil. This will increase the Horse Power of the car, which sometimes can be a pretty significant increase.

Press To Pause
At any screen with scrolling text, pause the ticker by pressing L3. The information ticker sometimes have the best tips in the game.