Cheat mode
OK, this is a bit tricky but if you try a few times you should get the hang of it.... To unlock all songs and bonuses play the mini game at the end credits, but instead of hitting the correct keys, do the exact opposite ones. Keep going until you get an applause.

Bonus dancers
In Quest mode, collect all of B's or Honey's puzzle pieces in Quest mode to unlock dancers.

Songs can be unlocked by trading flags in quest mode, here is a list of possible trades and the songs they unlock.

Brilliant R*E*D song
Jefferson City, Missouri flag.

Colors (Midihead's Sapphire Mix) song
Little Rock, Arkansas flag.

Danca de Yuka song
Concord, New Hampshire flag.

Ever Snow song
Bismarch, North Dakota flag.

Frozen Ray (Dirtyhertz Mix) song
Jackson, Mississippi flag.

Guidecca song
Nashville, Tennessee flag.

Hinawari song
Charleston, West Virginia flag.

Insaner song
Dover, Delaware flag.

Jelly Kiss (Midihead's SMAK Mix) song
Newfoundland flag.

Legend Of Max song
Phoenix, Arizona flag.

Love This Feelin' (Zonk Remix) song
Yukon Territory flag.

Music To Your Head song
Santa Fe, New Mexico Flag.

Parade Of The Wooden Soldiers song
Phoenix, Arizona flag. Or set the system date to December 25th.

Rainbow Flyer song
Victoria, British Columbia.

Right On Time song
New Brunswick flag.