For those who prefer visual step by step on how this is done, check out this video:

For those who prefer something written, skip and keep reading!

This is a guide for trying mercs without making any sort of payments nor waiting for the merc to become available in the rotation.

1) Press '~' to open up the console.

2) Type in "switchlevel 'map_name'", replacing 'map_name' with one of the following:
OBJ_Bridge
OBJ_CanaryWharf (= Underground)
OBJ_Map_6 (= Dome)
OBJ_Trainyard
OBJ_Victoria (= Terminal)
OBJ_Whitechapel (= Chapel)
EXE_Canal
EXE_Overground
(Note: You can also find the name of these maps, along with future maps, here: C:\Program Files (x86)\Steam\steamapps\common\Dirty Bomb\ShooterGame\CookedPC\Maps . The name of the maps are the name of the folders. The map you choose does NOT matter.)

Ex. switchlevel OB_Bridge

3) Once the map has loaded, type in "set SGPlayerReplicationInfo m_SlotArcheTypes Medic_04_Gameplay.Pawns.A_Medic_04". This specific command will allow you to play as Sparks. To try out a different merc, replace "Medic_04" (both of these) with one of he following:
CovertOps_01
CovertOps_03
Engineer_01
Engineer_02
Engineer_03
FieldOps_01
FieldOps_02
FieldOps_04
Medic_01
Medic_02
Medic_04
Soldier_01
Soldier_03
Soldier_04
(Note: You can also find the name of these characters, along with future characters, here: C:\Program Files (x86)\Steam\steamapps\common\Dirty Bomb\ShooterGame\CookedPC\Characters . The name of the characters are the name of the folders.)
If you are still confused about changing mercs through console, then you can just copy/paste these and use them:

Redeye (NEW):
set SGPlayerReplicationInfo m_SlotArcheTypes CovertOps_04_Gameplay.Pawns.A_CovertOps_04

Phantom:
set SGPlayerReplicationInfo m_SlotArcheTypes CovertOps_03_Gameplay.Pawns.A_CovertOps_03

Vassili:
set SGPlayerReplicationInfo m_SlotArcheTypes
CovertOps_01_Gameplay.Pawns.A_CovertOps_01

Proxy/Bushwacker/Fletcher:
set SGPlayerReplicationInfo m_SlotArcheTypes Engineer_01_Gameplay.Pawns.A_Engineer_01
set SGPlayerReplicationInfo m_SlotArcheTypes Engineer_02_Gameplay.Pawns.A_Engineer_02
set SGPlayerReplicationInfo m_SlotArcheTypes Engineer_03_Gameplay.Pawns.A_Engineer_03

Skyhammer/Arty/Kira:
set SGPlayerReplicationInfo m_SlotArcheTypes FieldOps_01_Gameplay.Pawns.A_FieldOps_01
set SGPlayerReplicationInfo m_SlotArcheTypes FieldOps_02_Gameplay.Pawns.A_FieldOps_02
set SGPlayerReplicationInfo m_SlotArcheTypes FieldOps_04_Gameplay.Pawns.A_FieldOps_04

Sawbonez/Aura/Sparks:
set SGPlayerReplicationInfo m_SlotArcheTypes Medic_01_Gameplay.Pawns.A_Medic_01
set SGPlayerReplicationInfo m_SlotArcheTypes Medic_02_Gameplay.Pawns.A_Medic_02
set SGPlayerReplicationInfo m_SlotArcheTypes Medic_04_Gameplay.Pawns.A_Medic_04

Fragger/Nader/Rhino:
set SGPlayerReplicationInfo m_SlotArcheTypes Soldier_01_Gameplay.Pawns.A_Soldier_01
set SGPlayerReplicationInfo m_SlotArcheTypes Soldier_03_Gameplay.Pawns.A_Soldier_03
set SGPlayerReplicationInfo m_SlotArcheTypes Soldier_04_Gameplay.Pawns.A_Soldier_04

Credits to 'Gapi' and 'Blacky' :)

(Note: I will try to update this list if I can, but there will be no guarantees)

4) Press 'k' to kill yourself, choose the merc you want to play as, and respawn.

This is a guide to try out different weapons and abilities in the game, even those that have yet to be released yet.

1) Go into console by pressing '~'

2) Type in 'switchlevel EXE_Overground'
(Note: This may work for other maps, though I've had more success on this map specifically)

3.1)To set an weapon or ability to your Primary weapon key (1 by default), type in 'set SGPawn PrimaryWeapons (A_'weapon/ability')"

3.2)To set an weapon or ability to your Secondary weapon key (2 by default), type in 'set SGPawn SecondaryWeapons (A_'weapon/ability')"

3.3)To set an weapon or ability to your Melee weapon key (3 by default), type in 'set SGPawn MeleeWeapons (A_'weapon/ability')"

3.4)To set an weapon or ability to your Item key (4 by default), type in 'set SGPawn Items (A_'weapon/ability')"

4) Using a line from either 3.1, 3.2, 3.3, or 3.4, replace 'weapon/ability' with the name of the weapon or ability you want there.

Ex) set SGPawn PrimaryWeapons (A_Molotov_01) will replace your Primary weapon with Stoker's Molotov grenade ability.

(Note: Some weapons or abilities may not work, and some may even crash your game. To find the list of possible weapons and abilities, type in 'obj List class=Weapons'. If you are confused by the wall of text, you can also find them in the game folder.)

For Items, you can find them in: C:\Program Files (x86)\Steam\steamapps\common\Dirty Bomb\ShooterGame\CookedPC\Items

For tools, you can find them in: C:\Program Files (x86)\Steam\steamapps\common\Dirty Bomb\ShooterGame\CookedPC\Tools

For weapons, you can find them in: C:\Program Files (x86)\Steam\steamapps\common\Dirty Bomb\ShooterGame\CookedPC\Weapons

The name of the weapon/ability is the name of the folder.

Hope this helps.