Change level appearance:
In VS mode, highlight Basic Arena or No Man's Land and press Z.

Dark Star VS mode level:
Play 50 matches in VS mode.

VS battle CPUs:
Beat Story mode.

X Laser:
In Grand Battle, go to Bogey's Café. Now go behind the counter look on the shelf.

Ray Warrior:
Get a gold trophy in all Amusement Park tournament cups. Then, talk to the policeman at the front gate.

Thanks to Revolution readers chewbacca, ou812 and Forther!