Switch screen resolutions
At the Capcom logo, hold L + Start to switch to a low resolution mode. To switch back to high resolution interlaced mode, hold Start + X at the Capcom logo.
Play as Gill
Complete the game and save. Then at the Character Selection Screen, highlight Yun or Yang and press Up or Down to move off the screen.
Alternate costumes
Complete Arcade Mode with any character, then save the game. This will unlock the alternate costumes. To use the costumes, highlight any character, then hold Start and press any attack button at the character selection screen to change their costume color.