Alternate main characters:
Press Right, Left, Right, Down, Up, Up at the title screen. Change the number that appears on the upper left corner of the screen to play as different characters.

Change window color:
Wait until the message window appears during game play. Hold Select + Triangle + L1, L2, R1 or R2. While those buttons are held, press Up or Down to change the corresponding color value. L1 controls red, L2 controls green, R1 controls blue, and R2 controls all three values.