Simply press X + Y after pausing the game.
To select who you want to be, beat the game 20 times and enter Left, Right, Up, Up, X, B, L, Y, A in 3 seconds.
Pause gameplay and quickly press Down, Left, Up, Right, L, A, X, Left, R, B, Y, Up, L, A, Down.
Pause gameplay and quickly press Up, Right, Left, Down, B, L, R, A, Right, X, B, Left, R, Y, Up.