Alternate Costumes
When you highlight the portrait the characters and hold START, you'll see their other portrait in the bottom left or right corner change. Press X, Y, A, or B while still holding START to select a different costume for that character. Note that this only works with the following characters:

Mai Shiranui
Yuri Sakazaki
Kyo Kusanagi
Terry Bogard
Andy Bogard
Joe Higashi
Ryo Sakazaki
Robert Garcia
Billy Kane
Orochi Yashiro
Orochi Shermie
Orochi Chris
Omega Rugal

Alternate costumes
Highlight a fighter in the character selection screen and press any of these buttons:

Default color: A
Alternate costume: A + Y
Alternate costume 2: A + X
Alternate costume 3: A + X + Y

Assistance from a Teammate
When you are choosing the character fight order, before a match, press and hold B. Look for any characters that are smiling or neutral. Then, if you become dizzy during a round, press X + Y + A and a team mate will hop out and defend you.

Single Player Survival Mode
Complete Survival mode. This should unlock the alternate survival mode that allows you to fight as individual characters instead of in teams. To use it, highlight the Survival Mode option, hold START and press A.

Special Teams Rewards
You can get easter eggs in the form of special endings or team pictures if you complete the game with the following teams: