Secret options menu:
At the main menu-the one that says 'battle mode/vs. mode/training mode etc.-press Triangle, Triangle, Right, O, L1, you must enter this code fast. if you've done it fast enough, you will be taken immediately to a secret 'ex option' menu with two special options.

Random character selection:
Highlight the left end of the character selection screen and press Left. Alternatively, highlight the right end of the character selection screen and press Right.

Fight as Gouki:
Highlight Magneto, Juggernaut, Dhalsim, or Vega and press Up at the character selection screen. 

Fight as Alpha 2 - Chun Li:
Highlight Chun Li on the character selection screen. Hold Select for at least five seconds and press any button. 

Play as Apocalypse:
Select versus mode. Then, highlight Gouki, hold Select for at least five seconds and press any Punch button.

Reset game:
Hold R1 + L1 + Select + Select.

Continue attacking:
After winning a match, press Start immediately to continue hitting the defeated character.