Big Heads:
While you are playing, press Up, Left, Down, Left, Down, Up, Up, Left

Disco mode:
While you are playing, press L1, Left, L1, Left, R1, Right, R1, Right

Low Gravity:
While you are playing, press Up, Up, Up, Up, Up, Up, Down, Right, Up Level select:
You must beat the game twice.

Team power option:
After getting two head shots in a row and then check the Battle Mode screen.

Custom option:
Achieve 100% hit head shot status twice in a row and then check the Battle Mode screen.

Humans and creatures option:
Upgrade one of your character's weapons to the fullest then check the Battle Mode 'team types' screen.

Defeat leader option:
With all your team members health at 100% beat an episode and then check the Battle Mode 'objectives' screen.