This feature becomes available when you have unlocked Dural.

Unlock Arcade Mode Route B:
At the 'Character Selection' screen in Arcade mode hold 'Guard' or 'Punch' at the 'Yes' or 'No' prompt. Keep the button pressed and don't release it until the match begins. The fighters will then appear in a different order.

Unlock Dojo Training Stages:
In Command Training complete Time Attack mode and select Versus mode. Select the fighters and press Down, Down for the fenced Dojo stage or Up, Up for the fence-less Dojo stage.

Unlock VF2 Saturn Watch Mode:
At the 'Character' select screen choose 'VF. TV Exhibition Match' and while holding L1 + R1 pressed down press X.

When a character reaches the rank of 1st Dan in Quest mode the characters costume C is unlocked. When any characters first orb disc is completed that characters costume D is unlocked.