Once you have completed all Adventure Modes for all 6 characters go to Trial Mode. From here you can replay the Action Stages you previously beat; only this time you must complete Level B and Level A for each one. To start Level B, simply go to a stage and you will receive the B mission of it. Complete the B mission to get the A mission next time you play it. Novices to this game may have trouble with some of Sonic's Level A missions, if this is the case visit the video guide at the bottom. For the most part the B Level requires you to collect 50 rings then complete your objective. And the Level A are usually timed based. However this is not the case for Big the Cat. For Big, make sure you have all Lure powerups or else you wont be able to find 2000g fish.
Check the Upgrade Location Guide for all power up locations. It can be found HERE.
Level B and Level A missions can also be played in Adventure mode! You will find a list of all Trial missions for each character HERE.