Fight as Bosses
Press Up, Down, X, B, A, Y, C, Z, Start at the title screen. The Boss characters will now be accessible from the character selection screen. To access the Bosses normally:
Gaia
Finish the game normally
Sho
Finish the game in story mode.
Cupido
Enable Sho. Highlight Sho on the character selection screen and press Up + A.