Unlocking EX versions of the characters is done through survival mode. Every twenty levels you'll face the EX Shadow version of a certain character. If you can defeat them, it will unlock them for you to use.
Like EX characters, they can be unlocked through survival mode. Every twenty levels you'll face the Gold/Shadow character. Defeat them to unlock them. The other way to unlock them, is via time release.
To select a Shadow character, press Zr until reload appears below the character. Then press Dust. To select a gold character, press Zr until Slash appears below the character and press Dust.
Complete Arcade mode to unlock the corresponding artwork of that Character.
Play the game for 48 hours.
Note: You can just leave the game idle in Training mode and walk away to make it easier on yourself.
GGXX and #Reload Stages:
First you must unlock all EX characters. The stages will become unlocked over time after 48 hours. You can also access the #Reload version of it. To do this, hold Respect while selecting the stage and music.