Play as Ex-M.Bison
Complete Arcade mode. Then at the character selection screen, highlight M.Bison and hold Select while choosing him.
Play as Final-Vega
Complete Arcade mode. Then at the character selection screen, highlight Vega and hold Select while choosing him.
Play as Shin Akuma
Complete Arcade mode with Evil Ryu. Then at the character selection screen, hold Select and press any button to choose Akuma.