Access Katze:
If you beat Slash mode without dying once you can access Katze
(The gun toting mini-boss) in Versus mode.

Get to the bosses:
In order to skip all of the normal characters and go straight to the subbosses you must: First, cripple your first opponent so that he/sheCAN NOT walk. Then run to the manhole that you would normally jumpdown after defeating the last normal opponent. By doing this you shouldbe able to skip through about 3 or 4 fights.

Note: Rumor has it that if you do the above and beat all the bosses without continuing, you get to see your character's secret ending!!