In just about all of the stages you have three choices: to help the Dark side, yourself, or the Hero side whenever you have someone with you and it is not a Boss fight. To change the character you want with you, press Start. There will most likely be three selections: Dark, Neutral, and Hero. Press Left or Right to highlight a character or ring in the middle. Press A to select the highlighted character. That character will remain with you until your next run in with the other character. You can then simply press Start and do the process again. You cannot select a Hero partner if there is an 'X' over the Hero side. You cannot select a Dark partner if there is an 'X' over the Dark side.

Another way to do this is to use the D-Pad on the controller during the game. Press Right for the Hero character, Left for the Dark character, and Down for the Neutral character.