For many of the games i've come across, the Tab menu has the majority of settings. I've been tempted to stash a test menu switch or two in the coin door, but using an ipac 4 Shift(1p) 1sw2 seems to be most effective for config menus. (1p+1sw1 for pause)
I know there's a few games that I have to go into the tab menu to change to 4p (capt. america, simpsons, and a few others come to mind).