Once defeating the game once you unlock "challenge mode" and these are better things that come with it:
1. Increased bolts and raritanium will be received from enemies as they are harder to defeat.
2. The extremely helpful gadget called "Golden Groovitron" is purchasable from the gadget supplier at Cobalia for 200,000 raritanium. This is a groovitron that once used replaces itself, therefore it's endless supply.
3. Omega weapons, once leveling up your weapon to level five(this is when it upgrades eg. Tornado Launcher-Tempest Launcher), the weapon vendor supplies an Omega version. The Omega versions of weapons are an automatic upgrade to level six for the weapon, the weapon can then go on and level up to level X(10).