Frieza:
Freeza, was the true first villan the Z warriors had to encounter. (Yes they did fight Vegita first, but Vegita later sides with the Z warriors) Freeza was the being known for destroying the saiyans' home planet, Planet Vegeta. Freeza was considered the most powerful being in the universe and even Kaio-sama believed no one could defeat him.
The battle with Freeza was long and intense, spawnning into about 6 mangas (or 80 or so episodes). The Z warriors had a hard time with Freeza and after numberous attempts, Freeza kept overpowring them. The battle finally turned when Son Goku came. Despite Goku's efforts, Freeza still held his own untill Goku turned SSJ. Eventually, Freeza became no match for Goku and was destroyed when the planet Namek was blown up. However, Freeza was recreated by his father, King Cold, But they were both eventually destroyed by the sword of Trunks.
Freeza was a powerful villan and had to power to transform his body into 3 forms, each increaing his power level by millons. His one ki Blast could kill a person on impact as it did so with Dende and Vegeta.
Broli:
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Broli made his first appearence in the DBZ movie #8. His background is rather scarse, but he is believed to be the legendnary super saiyan. It is revealed by his father, Paragus, that Broli has always had a hard time controlling his temper and has destroyed numerous cities and people on planet Vegita. Paragus then has a collar made especially for Broli that keeps him under control.
Once Broli meets Goku, not even the collar can hold him back. Broli has had a sparse past with Goku however as they were both born at the same time. When Goku was born he was crying like crazy and apparently woke Broli from his sleep, which enraged him and as a result has kept a grudge againt Goku. The battle agaisnt Broli is one of the fiercest battles, the Z warriors have ever experienced. Once Broli turned super saiyan, he was just unstoppable showing enormous powerful, so powerful that even Vegita, the sayian prince, believed no one could beat him.
Eventually Broli took on Goku one on one, and pretty much manhandled him through the whole battle. It took the KIs of all the other warriors, including Vegita to give Goku enough strengh to deliver the final blow to Broli. After movie 8, Broli makes 2 more appearences as he comes back in movie 10, and then comes back in movie 11 as Bio Broli. Though not a main villian of the series, he has made enough appearences to be considered one and a deadly threat to everyone.
Cell:
Cell is the last android that Dr. Gero created. He created him using cells of the Z warriors he found earlier when fighting the androids. Cell spawned 3 stages. He did so by aborbing the other androids thus becoming the mighty Perfect Cell. Cell was a massive villan and was way more powerful and deadly than Freeza. Since he had the cells of the other Z warriors in him, he could use their moves and abilities plus moves of his own.
The battle against Cell is proclaimed as the best in the series. The battle is very long and like the one with Freiza, it is very intense and brutal. This was the first time we say Gohan really lay the smack down as he turned SSJ2 and was able to pick off the Cell jrs. in one hit. He later fought Cell one on one and was easily kicking the crap out of him, untill putting himself in the way of a blast to save Vegeta which crippled his arm. However with the help of his father, Goku, Gohan was finnally able to overpower Cell with a mega Kamehameha blast.
Cell was brutal. There's no question about it. But he was a unique villian in which perceived the battles as more of a game. He fought fair and always had a good spirit until the battle with Gohan.
Majin Buu:
Majin Buu was the last main Villian that the Z warriors had to encounter. And the beast definitely gave the warriors a run for their money. Majin Buu was created by the great Babi Dee's father, but later was sealed away by the great kaio-shins. Eventually Babi Dee and his servent, Dorbua was, was able to release Buu from his seal using the energy from Son Goku and Majin Vegeta.
Buu appears in numerous forms. First as Fat Buu. Later Fat Buu is turned good by Mr. Satan. But a gun shot that injured Satan pissed Buu off to the point of releasing another Buu inside of Buu. The good and evil Buus fought but the Evil Buu was too strong and ate the fat Buu as a cookie. This turned Buu into Super Buu who faught against Gotenks and such, but later absorbed Gotenks to become super mega buu and so on.
Buu is the most powerful villan ever. No one could beat him. Son Goku turned SSJ3 but still oculdn't handle him. Vegita died trying to self destruct near buu, but Buu servived. It took the might of Vegitto to finally make Buu lose momentem and then a Genki Dama from Goku to finally put an end to Buu's terror. Buu was the first villan that was able to destroy the earth. The battle was long and seemed endless, but the Z warriors prevailed.
Koola:
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Koola first appears in Movie 5-Battle of the Strongest. He watched his brother, Freiza, destroy Planet Vegeta. He saw baby Goku's saiyan space pod fly by his ship. He let the ship go unharmed only bacause he thought that it was part of Frieza's plan.
Upon learning about his brother's death by the hands of some "Super Saiyan", he landed on Earth for revenge. Koola, like his brother Frieza, has a tiny army. Koola's is named "Koola's Armored Squadren". Instead of 5 members, like the Ginyu Force, Koola's army has only three members. Later on, Koola's army is destroyed. Koola is then forced to fight. He fights Goku but they are to evenly matched. Koola then transforms into his second and final form. He fights Goku and proves himself to be the better of the two. Just then, Goku transforms into a Super Saiyan. Koola is no match for Goku now. Goku blasts Koola with a huge Kamahamaha. Koola is then hurled into the sun and screams "Freeza wasn't the only one who had a lot to learn!". Koola then burns up in the sun and dies.
Koola appears once more in Movie 6-Attack! 1,000,000 Power Warriors. Koola attaches himself to a spaceship to form the "Big Gheti Star". He then attaches himself to the new Planet Namek. He reveals himself to Goku and the gang in his new "metal" form. He can regenerate his lost limbs just like the Nameks can. He seems unbeatable until Vegeta and Goku give it thier all and destroy him. Then they realize there are more than one. A cliff is now lined up with one million "metal" Koola's. Vegeta and Goku blast off but get caught by the Big Gheti Star. Then they see him. Koola's head survived the battle back on earth in Movie 5. Koola then starts to drain all of Goku and Vegeta's energy. Koola stops and says that he vever thought that Super Saiyans had this much energy. Goku and Vegeta, half dead, start emitting more and more energy. Koola tells them to stop but they refuse. They emit way too much energy. Koola then explodes because of too much energy and dies.