I have completed the Portal 2, but still want to get all the achievements. On the PS3, the only way to go to individual levels is challenge mode. Can I still gain achievements in this mode, or do I need to play entire chapters again?
You can't go directly to levels, but you can go to chapters. I don't have the game handy to try this out, but isn't there a Single Player/Chapters menu once you've finished the game?
If not, I know for sure you can go to Single Player/Developer Commentary and select chapters (because I mentioned it in this answer). I believe you can still get most trophies (like finding secret areas, and beating that one chamber super fast) in commentary mode.
I'm not sure about challenge mode, but why not just try it out? I doubt you got the Secret Transmission trophy your first time through, but it won't take that long to do it once you know what you need to do. Let us know what you find!
Yes--you can earn achievements in Challenge mode and Developer Commentary mode as well... I just earned some there last night.