There is no "alien cheat" in the vanilla PS2 version of Grand Theft Auto: San Andreas. The game's official cheat codes (entered via controller button combinations) do not include aliens, UFOs, or extraterrestrial content.
PC version + mods is the only way. Popular mods include:
Warning: Modding the PS2 version requires a modded console (FreeMCBoot, OPL) and carries risks: instability, save corruption, inability to play online (defunct anyway), and potential hardware damage. PC is the safe, supported platform for mods.
Enjoy the game as Rockstar designed it—it's a masterpiece without aliens!