Enter two player mode and have the first player input these codes while player two presses SELECT repeatedly.
Thin players: L1 + R1 + UP (left analog stick)
Fat players: L1 + R1 + SQUARE + UP (left analog stick)
Big and small players: L1 + R1 + X + UP (left analog stick)
Gorilla players: L1 + R1 + CIRCLE + UP (left analog stick)