Unlock all modes
Hold [L] + [R] + [A] + [Y] + [Start] + [Left] before demo mode begins. After demo mode ends, release [Start] at the title screen then press [Start] again.
Alternately, and hold [Start] + [L] + [R] + [A] + [B] + [Y] + [Right] + [Analog-stick Left] on controller B during demo. After demo mode ends, release [Start] at the title screen, the press [Start] again.
Level select
Successfully complete the game under the easy difficulty setting with the good ending.