Go to the Wireless selection screen and choose "Local Game". Then, select "Host A Game". You will now be able to choose any character and track desired, even if it has not been unlocked yet.
Cheat Codes
At the main menu, select the Skateshop option, choose the Buy Stuff selection, then choose the Enter Code option. Then, enter the following codes to unlock the corresponding cheat:
Always snowskate
Enter SNOWSK8T as a code.
Mirrored maps
Enter MIRRORBALL as a code.
Abominable Snowman costume
Enter BIGSNOWMAN as a code to unlock the Abominable Snowman costume.
Zombie Skater costume
Enter ZOMBIEALIVE as a code to unlock the Zombie Skater costume.