S.S.4 Vegeta + S.S.4 Gogeta: Use Vegeta's Dragon Universe for AT LEAST the second time. Fullfill the "Broly Requirments" (listed above), DO NOT go to the battle with Broly after the second battle with Super Buu. Slowly fly over the islands in the bottom-right of the map. When you fly over the right one, a scene will automatically triggered. After the scene has ended, go beat Broly. After Broly has been beaten, ignore the red dot and go to Baba's Palace instead. Carefully search the surrounding area for a spot labeled "Plains". After you talk to Bulma, go to West City. After the West City scene, you will have the S.S.4 capsule for Vegeta (it also explains how he skipped S.S.3). Now go to the island with the red dot. If you defeat S.S.4 Goku, you will unlock the S.S.4 Gogeta capsule for Vegeta.
Cooler: Most Important in unlocking Cooler, is this: Not only do you need to beat Goku's Dragon Universe, you need to have beaten Vegeta's Dragon Universe as well. That being said, here we go: Using Goku's Dragon Universe, you need to get to the point where you have beaten Frieza and there are three red dots on the map. Go to the red dot DIRECTLY BELOW where you fought Frieza,...and beat S.S. Vegeta. After the battle, go to the red dot in/near the middle of the screen. This will trigger the "Cooler Sequence". When you beat him, he will become
unlocked. Although he can be fought by other characters, THIS IS THE ONLY WAY TO UNLOCK HIM!!!
NOTE: After you defeat Cooler, another event will be in the same place. BEFORE going to this battle, and AFTER you talk to "Metal" Cooler, search north of his space ship. If you find the right spot, you will unlock the "Metal" version of Cooler (the Cooler's Space Ship capsule).
Broly: This guy is a pain...but he's still fun to use...as usual, you need to use Goku's Dragon Universe for AT LEAST the second time. Now, get to the Majin Saga,...the point where Goku is looking for a person to fuse with. After Gohan is absorbed, look in the surrounding area (where Goku starts this stage), for a ??? nearby. After the scene with Hercule, head towards the red dot, BUT DO NOT START THE BATTLE WITH SUPER BUU!!!!! Close to the dot, will be another ???. After the scene with Tien, search the surrounding area once more,...this time for a spot labeled "Mountains". After you talk to Kibitoshin, go and fight Super Buu. After Super Buu has been beaten for the second time (the fight within his body), a new red dot will be on the map. BEFORE you go to this new battle, search the islands to the East/right of the World Martial Arts Tournament. If you find the correct one, you will unlock the S.S.4 capsule for Goku. Now go to the red dot. If you beat Broly, he will become unlocked.
You can battle Broly with Vegeta, but the sequence is slightly Different. Befor you fuse with Goku, go to "Ice Island". After talking to Kibitoshin, go fight Buu. The "Broly Dot" will appear later.
Omega Shenron: First: you must fullfill the "Broly Requirements" listed above. After Broly has been defeated, ignore the red dot and go to West City. After the conversation with Bulma, go and beat Gotenks at the tournament (this will unlock the Gogeta Fusion for Goku). After your battle, a new red dot will appear...Omega Shenron. When you arrive, S.S.4 Vegeta will show show up. The two of you will fuse to become, and unlock, S.S.4 Gogeta. If you beat Omega Shenron, he will become unlocked.
NOTE: You will be able to defeat Omega Shenron easily in the transformed state. If you run out of time, and change back into Goku, you are so F**ked!!! Try like hell to use the 100X Big Bang Kamehameha, it will put a serious A**-Whooping on him!!!
Death is but a door, Time is just a window,...I'll be Back!!!!!