Various Cheats

CHAMELEON
Pick any of the masked ninja's and hold away, square, triangle, R1, R2 until your match starts
Level Select
Go to Sonya and hold Up+Start for about 1 sec. You should here an explosion, then after you pick your charater, you can choose the stage you want to fight on.
Secret Options
In the options menu hold L1,L2,R1,R2 and Up until the screen shakes then you can select the question mark.