Hard Mode: Complete the game, save, and then load the clear file. Enemies are stronger in this mode.
New Game+ Complete the game, save, and then load the clear file. All your wanzers, character lvls, skills, CP and RP carry over.
Special Machine Gun: Complete Simulator 2.
Special Missile Launcher: Complete Simulator 17.
Various Weapons: There are 20 simulators at all. Some of them won't be unlocked until you beat the last one, and these will give you an extra part or weapon. Note: they are at lvl 1, so be careful to remodel it to its full power.