Unlock More Credits
You won't have infinite credits (unless you cheat with a Gameshark) but you can add one credit to your current maximum, up to 12, if you lose all credits in a chapter (this means you suck, BTW).
Unlock Weapons
To get the Magnum and Shotgun in story mode, do this:
Magnum - Clear Final Mission (mission mode)!
Shotgun - Achieve S-rank on all training missions!
Unlock Mission Modes
You can unlock several modes simply by finishing stages in story mode with each character, so don't worry about all those blank spots!
Clear Guren's story and unlock Mission Mode 2.
Clear Gunjo's story and unlock Mission Mode 3.
Clear Aoi's story and unlock Mission Mode 4.
Clear story mode completely to unlock Mission Mode 5.
Unlock the Final Mission by completing previous Mission Modes.
