In the third installment, you can unlock additional difficulties by beating the game on 'Very Hard'. The first one is called 'Z'-difficulty where enemies gain better AI and stats. Beating the game here unlocks 'Z-2'-difficulty, which adds more of the same. And finally beating the game here unlocks the final difficulty 'Z-3'. This is a difficulty where the opponents all have maxed out stats and a near Perfect Play A.I.. Everyone from Raditz to Gotenks will be a nailbiting fight because Computers Are Fast.
Especially Gotenks: The fight with him is between him and you playing Gogeta. The kicker? Each of you have unlimited ki. Teleport Spam will ensue, and failing to be the one giving the kick at the end of a long session of Teleport Spam could mean you end up losing 1/5th of your health to a Victory Cannon. Beat him and you will feel awesome, and be on quite an adrenaline rush afterward.
Of course, there's also the Bragging Rights Reward if you do beat the game on 'Z-3'. A capsule aptly named "Savior of the Universe"
How is Future Kid Buu defeated in Shin Budokai - Another Road? A family Kamehameha involving the Sons of both timelines. Including Future Bardock.
While screwing up in Chapter 3 of Another Road's story mode and letting the time machine get destroyed may lead to a Darkest Hour, it comes right back round to this when Trunks instead has Future Gohan and Pikkon brought to earth for a day to help out, and the player can avert the story's otherwise insistent You Can't Thwart Stage One nature by having the three super warriors beat Babidi and his minions before they can unseal Majin Buu, stopping Babidi's ambitions in its tracks and ending the story nice and happily. What's more awesome is that Dragon Ball Super did something similar as well with its handling of Future Majin Buu.
Finishing any Budokai 3 story mode gives you the ending credits, which is essentially all of the major fights in Dragonball Z, spanning years... All to the tune of "The Ultimate Energy!" note except in the HD rerelease, which has an entirely different soundtrack due to issues elaborated upon in the YMMV page
The cutscenes in the original Budokai lovingly recreate key scenes from the anime in glorious 3D. Special mention goes to Goku becoming a Super Saiyan.
Completing all of Legend of Mr. Satan in Budokai 1 is both hilarious and this, because Mr. Satan's mouth wrote checks his body couldn't cash in canon but here, he beat Cell legit. And its all thanks to the player's effort too.
Burst Limit Goku has some really chilling heroic speeches, but by far the one Sean Schemmel went hardest on had to be right after Goku went Super Saiyan.
Goku: You can destroy a planet, but it seems like you can't even destroy a single man!
Frieza: What-What are you?!
Goku: You already know, don't you? I am a Saiyan, raised on Earth who came here to defeat you. Though my heart is at peace, a fierce rage has awakened the legendary warrior inside of me. I am Son Goku... A SUPER SAIYAAAAAN!!!
