Unlock Additional Game Options At the Title Screen, when selecting Arcade Mode, Hold B.
Note: This unlocks options for Single, Double, Coule and Vs. 

Unlock All Songs In Arcade Mode, highlight Hard at the Difficulty Selection Screen and then:

Press Right, Right, Right and select the Hard Option. 

Unlock Character And Arrow Selection After selecting Arcade Mode, move the Analog-stick in any direction at the Difficulty Selection Screen. 

Unlock Hidden Mode Option After selecting Arcade Mode, select any difficulty setting. Then press the Analog-stick in any direction, and enter:

Up, Down, Up, Down, Up, Down, Up, Down 

Unlock Little Mode Option After selecting Arcade Mode, select any difficulty setting. Then press the Analog-stick in any direction, and enter:

Left, Down, Right, Down, Left, Down, Right, Down, Up 

Unlock Mirror Mode Option After selecting Arcade Mode, select any difficulty setting. Then press the Analog-stick in any direction, and enter:

Left, Right, Left, Right, Left, Right, Left, Right