Invincibility:
Enter the "Training Gym" screen. Press A on controller two, A, Select, A on controller one, B on controller two, Select on controller one, A, B on controller two, and B(2) on controller one.

Final match:
Enter 92E8X2B6H2906A7XKC44S9 as a password.

Super password:
Enter SLAYER 1 as a name (by changing the P to an S) and enter ATTC75T4E4F as your password. You will have 99 energy and can enter training, ranking, tournament, player vs. player modes.

Hint: Faster energy recovery:
Use a controller with an auto-fire feature to reenergize quicker between rounds.