Here's a great way to acquire PP (Pin Points). The game rewards you with PP for time you don't play the game, up to one week (seven days). So, if you save your game and then play with your calendar on your DS, setting it ahead one week, you can get a week's worth of PP easily. Repeat this process as necessary, but keep in mind that you won't be rewarded for more than seven days' worth of Pin Points at a time, no matter how many days you set your DS ahead.
To unlock the option to play any chapter at any time, complete the game once through and save your game after the ending sequence.
To unlock a New Game+ option, which will allow you to replay the game after you've beat it once with many of your items, skills (and more) already obtained, beat the game once through and save your game after beating the game. Then, start a new game using your old save file.
There's an unlockable, secret ending sequence that can be unlocked. To do so, collect each and every Secret Report in the game.