Play in Another Day Mode:
To play in 'another day' mode press and hold R while choosing your character. You will see the message ''Another Day'' if you did it properly.
Play in No Help Mode:
To play in no help mode (no arrow indicators, no destination indicators) hold in L, R, and Start before the Character Selection screen appears. If done properly the word ''Expert'' will appear on the screen.
Ride the Bike:
At the character selection screen press L + R three times to ride a bike instead of a taxi.
Thanks to Revolution readers Sr dracotnt and Matt Vance!