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.

Beat the game with every character to unlock Heihachi in the character select screen.

Beat arcade mode with Heihachi to unlock team battle mode.

To see each fighter's alternate costume, press Start (not A) when selecting your character. Your fighter will get spiffy new threads!