Fancy footwork:
At any time during play, hold R2 and move the Right Analog-stick to execute moves. Side to side does a stepover, back pulls the ball back, and rotating it in a circle does a maradona.

Buying players:
If you want to buy a player, bid for them about 1 or 2 million above the asking price. This ensures you of signing that player. Players that are worth buying include:

Thierry Henry
Ronaldinho
David Beckham
Ronaldo (either)
Tim Howard
Roberto Carlos
Alexandre Del Piero
David Bellion
Ruud Van Nistelrooy
Hernan Crespo

In the first year, it is almost impossible (unless you bid over 5 million above the asking price) to buy Thiery Henry, David Becham, Ronaldo, and Del Piero.

Easy win:
Choose a side to play on. Then, pause gameplay and choose "Select Sides". Move your controller under the opponent's side and resume gameplay. Then, score as many goals as desired (while under the opponent's side), then just switch back to your side again. This way you will have a big point lead, depending on how many goals you scored. This trick also works better when you switch back to your side near the end of the second half.

Free Kicks:
When play as Real Madrid, always select Ronaldo to take Free Kicks

Most teams' third kits:
Reach level 5 in your EA Bio.

French Ligue teams' third kits:
Reach level 10 in your EA Bio. Alternately, defeat all the teams in this league.

Italian Division 1 teams' third kits:
Reach level 20 in your EA Bio. Alternately, defeat all the teams in this league.

Spanish Premeira Liga teams' third kits:
Reach level 30 in your EA Bio. Alternately, defeat all the teams in this league.

English Premiership and German Bundesliga teams' third kits:
Reach level 40 in your EA Bio. Alternately, defeat all the teams in those leagues.

Recommended team:
Create a team with the following players.

Goalkeepers
Tim Howard
Iker Casillas

Defenders
Rio Ferdinand
Paulo Maldini
Alexandre Nesta
Roberto Carlos
Lilian Thuram
Sol Campbell

Midfielders
David Beckham
Zinedine Zidane
Cristiano Ronaldo
Luis Figo
Ronaldinho
Edgar Davids
David Bellion

Forwards
Thierry Henry
Ruud Van Nistelrooy
Ronaldo
Del Piero
Shevshenko
Adrian Mutu
Hernan Crespo

Create a team with the following players. Note: The players are expensive so you might have to sell some of your best players first. The subs are up to you.

Defenders
RB: Michel Salgado (Real Madrid)
LCB: Fabio Cannavaro (Inter Milan)
RCB: Alessandro Nesta (AC Milan)
LB: Roberto Carlos (Real Madrid)

Midfielders
LM: Zinedine Zidane (Real Madrid)
RM: David Beckham (Real Madrid)
CAM: Ronaldiniho (Barcelona)

Strikers
LF: Ronaldo (Real Madrid)
RF: Theirry Henry (Arsenal)