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You can unlock extra stages for use by the team that unlocks it by following the instructions below:
Alternate Stage 4:
Get the Good Ending to unlock the other Stage 4 in Practice Mode.
Extra Stage:
Get the Good Ending.
Final B:
Complete the game Final B on next playthrough.
Good Ending:
Complete Stage 5 with only one continue to access Final B. Beat Final B to credits.
Practice Mode Stages:
Complete a Stage to unlock it in Practice Mode
You can unlock Extra Mode for that particular character and shot type by beating the game without using any continues. You can do this on Normal or higher difficulty, and with any number of starting lives.