Easy Tokens
To get tokens easily play through MS3 or MS5 on the hard difficulty with infinite credits if you need them. When you beat the last boss(When the boss is going up in flames or something like that) save the game very quickly, then wait until the credits start rolling and quit to the main menu. You should get 5 tokens as you return to the menu, when you finally reach the menu just boot up the same game and load your save you'll be at the ending sequence again and you'll also earn another 5 tokens when you quit, repeat as many times as it takes to get everything in the gallery.

Unlocking the Desktops, Special Music, and Tonko Art Gallery
To unlock these features, you must pass all 7 Metal Slugs on limited continues, varying through all the difficulty levels. The character that you pass each game with does not matter.