Activate the following cheats by entering the corresponding codes at "Main Menu" > "Extras" > "Modify Game" > "Enter Unlock Code":

CHEAT FUNCTION - CHEAT CODE
All Songs - Red, Yellow, Blue, Red, Red, Blue, Blue, Red, Yellow, Blue.
All Venues - Blue, Orange, Orange, Blue, Yellow, Blue, Orange, Orange, Blue, Yellow.
Awesome Detection - Yellow, Blue, Orange, Yellow, Blue, Orange, Yellow, Blue, Orange.
Breakneck Speed - Orange, Yellow, Orange, Yellow, Blue, Orange, Orange, Blue.
New Venues - Red, Red, Red, Red, Yellow, Yellow, Yellow, Yellow.
Performance Mode - Blue, Blue, Red, Red, Yellow, Yellow, Blue, Blue.
Stage Mode - Blue, Yellow, Red, Blue, Yellow, Red, Blue, Yellow, Red.

-Or using a standard controller:

CHEAT FUNCTION - CHEAT CODE
All Songs - CIRCLE, TRIANGLE, SQUARE, CIRCLE, CIRCLE, SQUARE, SQUARE, CIRCLE, TRIANGLE, SQUARE.
All Venues - SQUARE, L1(2x), SQUARE, TRIANGLE, SQUARE, L1(2x), SQUARE, TRIANGLE.
Awesome Detection - TRIANGLE, SQUARE, L1, TRIANGLE, SQUARE, L1, TRIANGLE, SQUARE, L1.
Breakneck Speed - L1, TRIANGLE, L1, TRIANGLE, SQUARE, L1(2), SQUARE
New Venues - TRIANGLE(4x), CIRCLE(4x).
Performance Mode - SQUARE(2x), CIRCLE(2x), TRIANGLE(2x), SQUARE(2x).
Stage Mode - TRIANGLE, CIRCLE, SQUARE, TRIANGLE, CIRCLE, SQUARE, TRIANGLE, CIRCLE.