To unlock the song, "Memories", by NAOKI feat. Paula Terry, input the following code using the 2nd player slot in the Menu screen:
Right 4 Times Up 3 Times Square 1 Time Left 2 Times Down 3 Times Square 2 Times Select 1 Time
There should be a swishing sound if you've entered the code correctly. Also, there should be a flashing "NEW!" on the left of the Information tab on the Menu screen. If you check the Information screen, the first icon you should see is "New Song Unlocked #27" in red text. You can now play "Memories" in any free play game mode!
Get all bonuses Finish all missions in Mission mode and you will unlock all hidden songs, nonstop courses, Oni courses, and characters.
Extra Dancers Finish every Nonstop course and you will unlock the "Additional Dancers" option.
Credits option Finish One More Extra Stage; every Nonstop course; or the Paranoia Brothers Oni course and you will unlock the "Credits" option.
Dancer options Play any course in Nonstop mode and you will unlock the "Dancer" options.
New dancers A new male dancer will appear after 15 songs. A new female dancer will appear after 30 songs. The next dancer will appear after 60 songs and every 15 songs after then. The gender of the new dancers will alternate between male and female.
Endless mode Get 100 "A" or greater ranks (except in Beginner mode) and you will unlock Endless mode. Alternately, clear 200 songs in Game mode.
Mission mode Complete 45 songs in Game mode and you will unlock Mission mode.
Here are the course unlocks...
7 Feet challenge course Finish three challenge courses.
Angel's challenge course Finish any challenge course.
Angel's Oni course Finish ten Oni courses.
Brand New Songs Oni course Finish the Brand New Songs Nonstop course.
Brand New Songs Nonstop course Finish A Stupid Barber.
Cool 7 challenge course Finish three challenge courses.
Darkness challenge course Finish six challenge courses.
Darkness Oni course Finish any song with the "dark" setting.
Fine Choice challenge course Finish two challenge courses.
From GF & DM Oni course Receive an "A" or better on Mikenko Rock in Heavy mode.
From IIDX Oni course Finish one Oni course.
IIDX Boss Oni course Finish V (for EXTREME) challenge with an "A" or greater rank.
Legend Road Oni course Pass True Demon Road Oni course
Legendary Road Oni Course Play every Max song. Max songs do not have to be beaten; just played.
Max Quartet Nonstop course Pass MAX. (period) as your extra stage.
New Arrival challenge course Finish any challenge course.
Oni Do challenge course Finish ten challenge courses.
Random challenge course Finish six challenge courses.
Rap 5 Oni course Get an "A" or greater rank on Daikenkai challenge.
Rebellion of Oni (Oni course) Master Light, Standard, or Heavy mode.
Remix Nonstop course Finish the Standard Nonstop course.
RevenG and TaQ Oni course Finish five Oni courses.
Reverse challenge course Finish two challenge courses.
Reverse Oni course Finish any song in Reverse mode.
Road of 2MB Oni course Finish MAX. (period) as your extra stage.
Slow Road of Oni (Oni course) Get an "A" or greater rank in Bag Heavy mode.
Slow-Mix challenge course Finish any challenge course.
Speed Star challenge course Finish three challenge courses.
The Freezer challenge course Finish two challenge courses.
The Way Of Legend challenge course Finish fourteen challenge courses.
Trick challenge course Finish six challenge courses.
True Demon Road Oni course Finish 20 Oni courses.
Ultra 16 Oni course Finish the Legend Road Oni course.