Artemis Entreri:
Beat the game in extreme mode(as any character)and you'll be able to select him(I suggest using the invulnerability and level warp cheat if you don't want to beat the game).He is an assasin and starts at level 16 with his trademark weapons Charon's Claw and Defending Dagger, along with his magnificant weapons he is equiped with a +4 Grand Leather Armor of Thunder. He also has a exclusive feat, Ash Blade.

Drizzt Do'urden:
Drizzt is a little easier to obtain. Simply beat the game in easy, normal, or hard mode then you'll be able to select him.Drizzt is a legendary Drow hero and comes equipped with two spectacular weapons,Icingdeath and Twinkle(both of which are Scimitars), and a Mithral Chainmail +4(unfortionatly you can't sell or replace those items but you can add other ones),he too starts at level 16. Drizzt also has some exclusive feats, Otiluke's Icy Sphere and Repulsion .

Invulnerability/level warp cheat:
Press and hold L1+R1+TRIANGLE+CIRCLE+SQUARE+X, THEN WHILE HOLDING THEM PRESS START
This will bring up a small menu .Invunerability makes you immune to everything(except rust monsters still steal your armor). The level warp one takes you to any level related tot he level your on,like if your in Bloodmire Manor you can go to any level in the manor but you can't just skip right to the Shadow Plane.