Doc Ock: Available for purchase after the second level, Times Square Off.
Sandman: Available for purchase after the first level, Sand Central Station.
Mysterio: Available for purchase after bonus level The Thrill of the Chess, which is available after 175 gold bricks.
Kraven the Hunter: In Reptile House in Central Park by Reptilian Ruckus, there is a platform and five targets on the covered walkway. Hit them all to unlock the token.
Electro: Available for purchase after bonus level A Shock Withdrawal. A smart character has to activate a switch and solve a matching puzzle to unlock the bricks.
Vulture: Available for purchase after bonus level 'Nuff Said, which is available after 50 gold bricks.
Together, the group will set you back about a million studs, though by the time you get Mysterio, you should have quite a few multiplier extras.