Use one of the following methods to unlock Zero Suit Samus. Select Samus at the character selection screen, then hold the following buttons at the "Ready to Fight!" message, when you usually press Plus to start the match.

With a Wiimote, hold Minus and press Plus.
With Wiimote and Nunchuk, hold Nunchuk Z and press Plus.
With a Classic Controller, hold R and press Plus.
With a Gamecube controller, hold R and press Start.