While the game is starting, press A, B, A, L, SHIFT A, Z.
At the players select screen, press Z, B, A, Z, A, L.
Play like Gargos
At the players select screen, press Z, A, R, Z, A, B.
To have the special sky stage as a vs. level when you pick your characters, both players hold down then press down C to choose your character.