Agahnim has all of his abilities displayed from his endgame fight in LttP, where he gets two shadow clones. He can be damaged by other means that reflecting his magic back at him.
Ganondorf is as he appears in the final boss fight of Twilight Princess, wielding his large sword. He also possesses flight and the ability to shoot balls of dark magic at his foes (both as seen in Ocarina of Time), as well as his Brawl moveset. Finally, he may transform into and back from his Beast Ganon form as seen in [A Link to the Past/Twilight Princess] at will during the fight.
Roo is as in his playable form from Streets of Rage 3. The opposing team will not attack Roo until he first attacks someone on the opposing team, or until Roo is the last remaining fighter on his team. Roo has turned into Pyramid Head.
Cielo is as he appears in Digital Devil Saga 2. Regarding spells and skills, he has all his gun skills, Void spells, elementals up to Ma_dyne, Xanadu, Wicked Curse, non-revival healing, non-ID Hunt skills, Chi Wave, Power Wave, Executioner, Megido, Megidola, and all buffs and debuffs. The only passive skills he has are Phys Resist, Resolution, Life Surge. He may freely turn into any of his 3 forms - demon, human, or the hybrid.
Athos is as seen in Fire Emblem: Blazing Sword, a Level 20/20 Archsage. He has Forblaze, Luna, Bolting, Ecalibur, Luce, Fortify. In addition, he knows and is a master of every magic spell possessed by all his allied fighters participating in the battle, though only of their base forms, before abilities or transformations take effect.