Unlocked all the characters/stages again on my retail copy of Smash 3DS....
Fastest way is doing the VS method, using Fox (or Falco once you unlock him).
Start up the game, go into training mode, use Kirby's Final Smash, exit. You'll get the Dreamland stage. Then always pick that stage with 1 stock against 1 CPU, and jump and side-B off the stage immediately.
If you want all stages, also use Pac-Man's Final Smash in training for his stage, and somewhere in the short VS match grind:
Play 3 matches on Rainbow Road
Play 1 match on Tortimer Island
Play 3 matches on Reset Bomb Forest
Win 3 matches as Captain Falcon
Play 3 stages as Villager
Win 3 matches as Luigi
Win 2 matches as Ness
Win 2 matches as Zelda
You could combine some of these like winning 3 matches as C Falcon on Rainbow Road to get both challenges. You need the first board done to get Flat Zone 2, as the requirement for that is unlock Game and Watch, but it won't register as complete until you finish the first board. The rest of the stages are gotten through the rest of the challenges, most of which are "unlock x character", like Ness for Magicant.
For the rest of the challenges, just follow GameFAQs, most of them are stuff like "try 100 man Melee once" and such. There's a few Trophy Rush and Smash Run challenges that aren't too bad.
The unlock 3 Body Custom Parts challenge (#33) was the last one for me again, it's just random. :/ If someone knows of a reliable method outside of using a golden hammer or praying you'll get one in Smash Run/Classic mode/Trophy Rush, let me know.