Be Evil Gamof: First highlight Gamof on the character
select screen then press and hold Start + A.
Be Kaede: First highlight Rain on the character select
screen then press Down, Down, Left, Left, Up.
Be Rai-On: First highlight Byakko on the character
select screen then press Up, Down, Left, Left, Right, Left,
Up.
Automatically Selectable Kaede: Though I'm not sure
what triggers her appearance, if Kaede shows up in one of
the random matches (that is, not five, eight or 'nine') and
you defeat her, she automatically appears on the roster of
selectable characters from then on. So be sure to save the
game!