For Sonic, successfully complete all of his missions (not including ''Cannon's Core''). You will receice a message saying that you have completed all of Sonic's missions and that you have also unlocked a secret costume. Go to versus mode, select your stage or versus type, but before that press right and you will see a diffrent picture of Sonic. Once the versus mode begins sonic's costume will look like the red HUmar from Phantasy Star Online. The code is the same for Shadow, except his costume is a red HUcast.