To play as Yang, highlight Y - Street Fighter 3 Double Impact
To play as Yang, highlight Yun and press any kick button.
To play as Akuma/Gouki, highlight Sean and press Up.
Also, I have heard these rumors:
To play as True Akuma/Shin Gouki reach the final boss without losing a round and getting three perfects. Akuma will take his place.
Now finish Akuma with a super attack. To choose True Akuma, hilghlight Akuma, hold start, and press any action button.
To play as Gill, beat the game, then hilghlight Sean and press Up twice.
Added by: Impulse , ID#578