Unlock the following by beating the game:
High Score Records

Stage CG movies and credits

Record Demo Option (saves to different file)

Stage Select (for that difficulty)

Extreme Difficulty (clear on Hard)
Unlock the following by collecting coins:
5 Coins - Press Release Video

10 Coins - Gackt Interview

15 Coins - Motion Capture Video

20 Coins - Lau Costume #1 Image

25 Coins - Second Costume

30 Coins - Lau Costume #2 Image

40 Coins - Hirokazu Yamadera Interview

50 Coins - Enemy Gallery 1 Images

60 Coins - Maaya Sakamoto Interview

70 Coins - Enemey Gallery 2 Images

80 Coins - Norio Wakamoto Interview

90 Coins - Enemy Gallery 3 Images

100 Coins - Enemy Gallery 4 Images

110 Coins -Tensai and Rei Jenron Images

120 Coins - Demo and TGS Videos
European Version:
In the European version of the game you can unlock these options using Taikyokuin.
Character Viewer Demon 1 - 20 Taikyokuin

Character Viewer Demon 2 - 30 Taikyokuin

Character Viewer Lau Wong - 10 Taikyokuin

Lau Costume Settings (Gackt Costume) - 40 Taikyokuin