Dragon Ball Z: Budokai

Control loading screen:
Use the Left Analog-stick to manually move the green radar that passes over the "Dragon Ball Z" logo at the bottom right of the screen.
Press L3 to have it resume its normal scanning motion.
Note: This cannot be done by player two.

Full pause screen:
Press Start to pause game play during duel mode.
Then, press L1 + L2 + L3. 
In-game reset:
Hold Select + Start at any point after the starting screen.
The game will reset and bring you back to the starting screen.
This is very useful when you call the Dragon forth, as you can just do this reset if you do not get the desired breakthrough.

Android #16:
You can unlock Android #16 when you complete the "Aim For Perfect Form" episode.

Cell, Android #17, and Teen Gohan:
Play through "The Androids Saga" at any level.

Dodoria:
Defeat Recoome with Vegeta.

Freiza, Ginyu, and Recoome:
Play through "The Namek Saga" at any level.

Mr.
Satan (Hercule):
Win a World Match Tournament at the "Adept" level.

Radditz, Vegeta, and Nappa:
Play through "The Saiyan Saga" at any level 

Saiyaman (Gohan's alter ego):
Win a World Match Tournament at the "Advanced" level.

Super Saiyan ability (Goku only):
Play through "The Namek Saga" at any level.

Super Saiyan ability (Vegeta only):
Play through "The Androids Saga" at any level.

Super Saiyan and Super Saiyan 2 abilities (Teen Gohan only):
Play through "The Androids Saga" at any level.

Super Vegeta:
You can unlock Super Vegeta when you complete the "Vegeta's Confidence" episode.

Trunks:
You can unlock trunks when you complete the "Perfect Form Cell Complete" episode.

Yamcha:
You can unlock Yamcha when you complete the "Aim For Perfect Form" episode.

Zarbon:
You can unlock Zarbon when you complete the "Vegeta's Attack" episode.

Alternate appearance:
Press Square or Circle at the character selection screen.
Your character may have different clothes or colors.
Try this with Trunks and make him go Super Saiyan.

Note: To see which costume you selected, go to change capsules screen, and highlight a character.
R1 displays the Square selection and R2 displays the Circle selection.

View alternate costumes:
Press R1 and R2 at the Capsule change screen to view the character's alternate costumes.
Press L1 and L2 to zoom in and out.
Use the Left Analog-stick to rotate the characters.

Alternate background:
When you start the game and "Press Start" appears, remain idle and a FMV sequence will start.
When the title screen appears, the background will be different.
There are three or four different backgrounds.

Besides the four backgrounds in the startup menu, and two different start up title songs, there is the normal background that has the actual Dragon Ball Z title screen from the show.
There is also one that has to do with each main villain played against in the game.

Alternate levels:
Press Square instead of X when selecting the Cell Ring, Valley, and other levels for a different appearance.

In the alternate Cell Ring, pieces of mountains will have holes blown through them, houses will be smoking in the background, and the ring itself will be cracked and almost destroyed.
Also in the background, some buildings have holes in them and one even has part of a train track in it.

Random level:
Press Up at the level selection screen.
The screen should now have question marks and now say random.
It will select any level in any order.

Alternate endings:
After you complete the story mode you will be able to go back and do new missions in the three different sagas to unlock characters and items.
After you do the new missions for each saga (can be done randomly), another mission opens where the story from the cartoon and game is changed.
In the Saiyan Saga, you play as Vegeta and take on the Z Fighters.
After Vegeta defeats each of them he turns Super Saiyan.
In the Namek Saga, you play as Frieza and once again take on the Z Fighters.
Once they are defeated Freeza, will use the Dragonballs and ask to be invincible.
His wish is granted and he destroys Namek and then goes after Earth.
In the Android Saga, you play as Cell.
After absorbing Android 17, Cell goes after Android 18. He will try to absorb her but Krillin will jump in the way and be absorbed instead.
Cell will become a hilarious fusion between the two.
He will then take on Yamcha.
After the fight, Tien goes to blast him but Cell suddenly wakes up from a dream.
He is in his Perfect form waiting for the Cell Games.

These episodes can be unlocked when you complete Story Mode at any level.

Saiyan Saga episodes
2. A Mutually Deadly Foe: You fight Radditz as Piccolo instead of Goku.
You will shoot out the Special Beam Cannon.
To win, rotate one of the Analog-sticks clockwise.
To do this easily, put the palm of your hand on both Analog-sticks and rotate them clockwise.
3. Saiyan Attack: You fight Saibamen and Nappa as Piccolo.
7. Vegeta Saiyan Prince: You fight through Goku, Krillin, and Gohan as Vegeta and see what would happen if Vegeta defeated them all.

Namek Saga episodes
2.  Vegeta's Attack: You fight Zarbon as Vegeta
4.  The Road to Super Saiyan: You fight Frieza as Vegeta.
5.  Frieza or Vegeta?: You fight Frieza aganin but this time Frieza is in his Final form.
9.  Raging Frieza: You fight Gohan or probably Krillin as Frieza.
10. True Ruler: You fight the Z fighters and see what would happen if Freiza ruled them all.

Androids episodes
2. Super Saiyan Vegeta: You fight Andriod #19 as Vegeta.
5. Vegeta's Confidence: You fight Cell as Super Vegeta.
6. Perfect Form Cell Complete: You fight Cell at Perfect Form as Super Vegeta.
11.Aim for Perfect Form: You fight Android #16 as Cell.
12. A Cold-Blooded Assassin: You fight Yamcha as a retarded looking Krillin/Cell thing.