To unlock the extra costumes, you have to beat all chapters for one difficulty (either Very Easy, Easy or Normal) first. Load your Clear Data, go to "Gates of Hell", and then go to "Rodin's Treasure" menu. You'll see a "Super Mirror" there, which cost 100.000 Halos. Purchase this, and you'll unlock the rest of the costumes (Couture Bullets). To change costumes, press RB (X 360) / R1 (PS 3) at the Chapter Start screen, go to "Costume Change", and then choose your costume there.

d'Arc (Jeanne-like costume)
Purchase "Couture Bullet (d'Arc)" at Gates of Hell for 100.000 Halos.

Nun
Purchase "Couture Bullet (Nun)" at Gates of Hell for 100.000 Halos.

Old
Purchase "Couture Bullet (Old) at Gates of Hell for 100.000 Halos.

P.E. Uniform | Type A, B & C are available
Purchase "Couture Bullet (P.E. Uniform)" at Gates of Hell for 100.000 Halos.

Queen
Purchase "Couture Bullet (Queen)" at Gates of Hell for 100.000 Halos.

Umbra
Purchase "Couture Bullet (Umbra)" at Gates of Hell for 100.000 Halos.

Umbran Komachi (Kimono) | Type A, B & C are available
Purchase "Super Mirror" at Gates of Hell for 100.000 Halos.

Various | Type A (Bikini), B (Bikini) & C (Cheerleader) are available
Purchase "Couture Bullet (Various) at Gates of Hell for 100.000 Halos.