At the start menu hold L1 + L2 + R1 + R2 then rotate the Left Analog-stick. You will here a voice say "Devil May Cry and all modes, costumes, and galleries will be unlocked.

Press R1 or L1 at the mission select screen to get different characters.

Beat the game on easy for shirtless Dante
Beat the game on normal for Devil May Cry 1 Dante
Beat the game on hard for shirtless Devil May Cray 1 Dante
Beat the game on hard to unlock the Legendary Dark Knight
Beat the game on hard to unlock Sparda

Beat Dante must die mode to unlock the Devil Trigger.

Kill 100 enemies during the credits to get a different ending screen.