If you don't want to use the cheat code, or you can't get it to work, you can play through the game and unlock loads of songs as follows:

.59 (Kyd Konami Mix) - Jesper Kyd: Ccomplete Istanbul Café in Heavy mode.

G2 - Aya: Play 200 songs. Or just complete the Extra 1 challenge.

Gyruss (Full Tilt) - JT.1UP: Complete 50 songs.

I Feel... (T.O.Y. Remix) - T.O.Y.: Get over 12,000 points on the credits mini-game.

In My Eyes (Midihead Remix) - Midihead: Play 100 songs.

Make A Jam! (Dub/House Mix) - Big Idea: Win Make A Jam mode on all three difficulty settings.

MAX 300 (Super-Max-Me-Mix) - Jondi and Spesh: Get an "AAA" rank on any song. Midnight Special - Love Machineguns: Play 20 songs.

Toe Jam - Big Idea: Complete Baile Le Samba in Heavy mode.

Zero One: Get an "AA" rank on any song.

Unlock all songs
Go to Main Menu > Options > Credits, then using controller four, enter the following combo:
Up(2), Down(2), Left, Right, Left, Right, B, A, Up(2), Down(2), Left, Right, Left, Right, A, B

A sound will confirm correct code entry.

Hidden dancers
Go to Main Menu > Options > Dancers. Now, using controller four, hold X + Y down togeher for five seconds and you will unlock two dancersm Konsento:03 and Maid-Zukin. A sound will confirm correct code entry.