Fight as Kaede:
Highlight Rain at the character selection screen. Then, press Down(2), Left(2), Up.

Fight as Rai-On:
Highlight Byakko at the character selection screen. Then, press Up, Down, Left(2),
Right, Left, Up.

Fight as Evil Gamof:
Highlight Gamof at the character selection screen. Then hold Start and press A.

Hint: Expanding and shrinking Gore:
Select Gore as a character and configure the controller layout to have your taunt on.
You can make Gore's head grow by pressing the corresponding button. Roll the
D-pad back and forth while pressing the Taunt and he will shrink down and remain
that size until the move is repeated.