It is fairly easy to defeat most enemies in the game if you simply throw your opponent non-stop. Throw, then run up, grab him, and throw him again.
Hold START and press Up.
Turn the Easy Fatalities on at the cheat menu. After beating your opponent, press HP + LP + HP + LK (normally, this would be A + B + C-Up + C-Right) during the Fatality time to pull off the fatality easily.
To play as Grox, go to the fighter select screen and press Down, Right, Left, Left, Up, Down, Right, Up, Left, Left. To play as Exor, press Left, Down, Down, Right, Left, Up, Left, Up, Right, Down.
On the Title screen, press C-Left, C-Left, R, A, B, C-Up, C-Right.
On the title screen, press Right(x3), B, B, A, A.
Play as Exor
At the character selection screen quickly press (on the d-pad) Left, Down, Down, Right, Left, Up, Left, Up, Right, Down. If entered correctly it will say, "All to easy". Then pick any player and it will be Exor. P.S. One problem is it only allows Exor once after the Character selection screen and the person you chose will be who you are. If you lose and enter the code again it will still work.