Dragon Ball Z: Shin Budokai - Another Road Cheats

Unlockable characters
Go throughout story mode (Another Road) to unlock the following characters:

Bardock: Defeat him as Goku in Chapter 5
Dubora: To unlock Dubora, beat him in the second level in chapter 2
Future: Gohan Finish Chapter 5
Picolo (Fuse with Kami): Beat him at the alternate path of Chapter 3
Super Buu with Gohan absorbed: Finish the third level of Chapter 7
Super Buu with Gotenks absorbed: Finish the second level of Chapter 7

Be in Super Saiyan form when starting a battle!
To start in Super Saiyan form when you immediately start a battle, hold [L] when choosing your character and press [X], and you'll hear a "cling" sound, different from normally choosing your character with no [L] held down. Remember, for this to work, you have to hold down [L] and press [X] on the Super Saiyan form when choosing, not the normal one.