Sonic and Snake can both be unlocked through the Sub Space Emissary. Otherwise complete Classic with 10 characters or do 300 VS matches to unlock Sonic, and for Snake you need 130 matches in VS mode or play 15 VS matches on Snake's stage, or so google tells me. Kind of bogus they were hyped so much and then they make you jump through hoops to get them, but what can you do.
Sub Space is really just a way for Nintendo to jam as much much fans service into the game as possible. If that type of thing doesn't do it for you then you're probably not going to enjoy it as much as other people.
As for character changes, things are way more balanced this time around, or at least to the point where it's not blatantly obvious if someone is at a disadvantage. You might not be able to tell the differences right away that were made with characters, but give it some time and you should start noticing stuff.
Also, I can't stress this enough, find people to play with you. I wouldn't have put nearly as much time into this game as I have if my friends didn't play with me.
CIHYFS?
