Unlockable: Access Endless Mode, Survival Mode, and Combo Challenge Mode.
You have to get all the hidden songs in the game, and then purchase them from the shop. At that point, all these mode will become available in the shop.
Unlockable: Costumes
When you play Dance Master Mode with a character for 5 missions, that character's costume pops-up in the shop.
Unlockable: Endless Mode
Win 200 songs in game mode.