The Dude player 
Enter the create-a-player screen and enter "Bruce Willis" as a 
name. The announcers will refer to the character as "The Dude" 
during the game.

The Hammer player 
Enter the create-a-player screen and enter "Hammer" as his first 
name. The announcers will refer to the character as "The Hammer" 
during the game.

Jersey number 99 
Enter the create-a-player screen and enter "Wayne Gretzky" as a name. 
Save the player without editing his attributes. Then, select the 
"Edit Player" option and change the player's name and set up the 
attributes as desired. The player's jersey number will say 98 but 
in the season and on your roster his jersey will be 99. 

Super foward 
Enter the create-a-player screen and enter "Peter Forsberg" or 
"Jaromir Jagr" as a name. Answer "Yes" to use his ratings, then adjust 
them as needed. You can also use NHL Challenge bonus points to boost 
their attributes. Return to the previous screen and change his name 
to your choice, but do not change any other setting. 

Super defenseman 
Enter the create-a-player screen and enter "Sandis Ozolinsh" or 
"Chris Pronger" as a name. Answer "Yes" to use his ratings, then 
adjust them as needed. You can also use NHL Challenge bonus points 
to boost their attributes. Return to the previous screen and change 
his name to your choice, but do not change any other setting.

Super goalie 
Enter the create-a-player screen and enter "Patrick Roy", "Dominik 
Hasek", or "Ed Belfour" as a name. Answer "Yes" to use his ratings, 
then adjust them as needed. You can also use NHL Challenge bonus 
points to boost their attributes. Return to the previous screen and 
change his name to your choice, but do not change any other setting.

Taunts 
Hold Triangle after scoring a goal, winning a fight, winning a game, 
or when the opposing team gets a penalty. (this is a tip the actual
game give away - byt thanks anyway Nick C.)