To get secret colors go to street puzzle mode

For Ryu:
Beat his 2 secret colors after that press triangle for yellow and press square for dark skin and black suit.

For Moriigan:
Beat her special color and press triangle for green hair.

For Hsien-Co:
Beat one special color and press square for black suit and red sister( Lei Lei ).

To choose your favorite stage, select a character in Vs. Mode. Then hold [L2] + [R2] + [Select] while determining the handicap and pushing the appropriate Stage button.

Stage            Button
Akuma            L1
Chun-Li          DOWN
Dan              
Devilot          R1
Donovan          Circle
Felicia          SQUARE
Hsien-Ko         X
Ken              RIGHT
Morrigan         UP
Ryu's            LEFT
Sakura           TRIANGLE

To unlock Lei Lei (Hsien-Ko's sister), enter the code below.

• Player 1
  Highlight Morrigan, hold Select and move cursor to Hsein-Ko then press O.
  
• Player 2
  Highlight Felecia, hold Select and move cursor to Hsein-Ko then press O.

(Note: This cheat can be enabled in all but Street Puzzle Mode.)

To unlock full-attack Akuma (or Gouki in Japanese game), enter the codes below.

• Player 1
  Highlight Morrigan, hold Select and press: UP [three times], LEFT [three times], O.
  
• Player 2
  Highlight Felicia, hold Select and press: UP [three times], RIGHT [three times], O.

(Note: The full-attack character is enabled only on tangerine CDs.)

To unlock Devilot, enter the code below.

• Player 1
  Highlight Morrigan, hold Select and press: LEFT [three times], DOWN [three times] then press O as timer reaches 10 seconds.
  
• Player 2
  Highlight Felecia, hold Select and press: RIGHT [three times], DOWN [three times] then press O as timer reaches 10 seconds.

(Note: This cheat can be enabled in all but Street Puzzle Mode.)

To unlock Anita (or Amanda in Japanese game), enter the code below.

• Player 1
  Highlight Morrigan, hold Select and move cursor to Donovan then press O.
  
• Player 2
  Highlight Felicia, hold Select and move cursor to Donovan then press O.

(Note: This cheat can be enabled in all but Street Puzzle Mode.)

To unlock Dan, enter the code below.

• Player 1
  Highlight Morrigan, hold Select and press: LEFT [three times], DOWN [three times], O.
  
• Player 2
  Highlight Felecia, hold Select and press: RIGHT [three times], DOWN [three times], O.

(Note: This cheat can be enabled in all but Street Puzzle Mode.)

To unlock Akuma (or Gouki in Japanese game), enter the code below.

• Player 1
  Highlight Morrigan, hold Select and press: DOWN [three times], LEFT [three times], O.
  
• Player 2
  Highlight Felicia, hold Select and press: DOWN [three times], RIGHT [three times], O.

(Note: This cheat can be enabled in all but Street Puzzle Mode.)