Pause the game, hold L1 + L2 + R1 + R2, then enter:

SQUARE, SQUARE, SQUARE, SQUARE, CIRCLE, SQUARE, CIRCLE, SQUARE: Goofy Goober Patrick
SQUARE, SQUARE, SQUARE, SQUARE, CIRCLE, SQUARE, SQUARE, SQUARE: SpongeBob Caveman
SQUARE, SQUARE, SQUARE, SQUARE, CIRCLE, SQUARE, CIRCLE, CIRCLE: Patrick Caveman
SQUARE, SQUARE, SQUARE, CIRCLE, SQUARE, CIRCLE: SpongeBob Ripped Shorts