I mostly want to focus on the hidden characters. Most characters are automatically available in every game. Some games does offer EX option for some hidden characters across the games. For example, both Huitzil & Pyron in the original Darkstalkers weren't originally playable. But on left side of the character selection either up or down will be the boss characters.
For hidden mechs, it doesn't matter which pilot & mech you chosen. Among selecting any mech quickly press either up, up or left, left or down, down or right, right. If done correctly your previous selected mech will be replaced by one of the hidden mechs. Both Shadow & Marionette in Darkstalkers games have a similar method to play as them.
Both requires high lightening the random select slot then press start five times for Shadow or seven times for Marionette. Akuma in Hyper Street Fighter II is located above Ryu in the character selection screen. Akuma in Super Gem Fighter Mini Mix is left of Ryu there. In the same game, Dan is located right of Ken. Akuma in located beneath Hsien-Ko.
Dan is located beneath Donovan. Devilotte is located beneath Morrigan. Some alternate versions of Darkstalkers characters requiring holding start but hitting different attack buttons. If you aren't sure beat the game with them in Darkstalkers 3 to see if Bishamon's ending or thank you for playing message on your screen.
If you get the message, you just played through Darkstalkers 3 as Oboro Bishamon. I should point out two hidden characters mostly uses other characters in game play instead. This is the faster method of playing as all the hidden characters. For Dark Talbain, Oboro Bishamon, Alternate Donovan and Alternate Huitzil has a different color layout from the usual versions.