There's not a set path to get all of the bonus'. Some of them must be unlocked during 1-P mode. While the other ones can be cheated by having 2 players unlock a few at a time during a match. I suggest doing a few at a time because you'll probably lose track of which ones you are trying to get.
The best way to find out which ones you have is to go gamefaqs.com and go to the SSB:M section and choose the "Bonus FAQ". There it will show ALL of the bonus' and also give little tips on how to get the real hard ones. I've done it this way, and it turnes out that I have 11 bonus' left.
<small>[ May 31, 2002, 11:24 AM: Message edited by: Samus_2021 ]</small>