Fight as Akuma/Gouki:
Highlight Ryu on the character selection screen and press Left.

Fight as Dan:
Highlight Ken on the character selection screen and press Right.

Quick rematch:
Hold L1 + L2 + R1 + R2 + Select + Start at the end of a match.

Alternate costumes:
Press Kick + Special at the character selection screen.

Hint: Alternate Chun-Li taunt:
Select Chun-Li and fight Felicia. Instead of having her "Gomen Nasai!" taunt, she will wave a cat toy.