Mashing buttons at the ends of some songs triggers some special sound effects:
Chibikko Idol / "Otome Rumba": "Hanya!"
Gradius / "Gradius -Full Speed-": Sound effects from the arcade version of Gradius.
Hokuto / "Ai Wo Torimodose!": "ATATATATATATA!" "WA-TAH!"
Older versions would only allow you to play EX charts on extra stages. This was later relaxed so that only new songs have locked EX charts, and even then only require playing the Hyper to unlock the EX.