Unlock Argento:
Select 'Special Mode 1' in the battling area and set the difficulty to hard and rounds to three. Then defeat every gear that is selectable.

Change Gears Quickly:
To be able to change gears without going to the menu just go to the world map or a place that you can use your Gears and press L2 + R2.

Unlock Alice's Wedding Dress:
When you fight Dan in the arena defend through the entire battle.