Alternate Costume
To see each fighter's alternate costume, press Start (not A) when selecting your character. Your fighter will get spiffy new threads!
Unlock All Characters
At the main menu, press and hold A and B. Then press L, R, R, L, L, UP, UP, R. This will give you every fighter in the game.
Unlockable: Heihachi
Beat the game with every character to unlock Heihachi in the character select screen.
Unlockable: Team Battle
Beat arcade mode with Heihachi to unlock team battle mode.