Ways to get characters is to...

1. Play though Story mode with different characters.

2. Play though Battle mode with different characters.

3. Buy them from Xbox360/PS3 Store on the system.

Note: Each system has a different character.

PS3: Yoda

Xbox360: Darth Vader

Note 2: It dose not matter witch system it is on because you will not have to buy the character on the other system.