Majin Buu was the last villian in the DBZ series. He was created by the Great Babi Dees father. Later Buu was sealed away by the Great Kaio-Shins. Eventually Babi Dee and his servant Dorbua was able to release Buu from his seal using energy from Goku and Majin Vegeta.
Buu appears in numerous forms. First as Fat Buu who Mr. Satan turned good. But a gun shot that injured Mr. Satan ticked Buu off enough to release another Buu from him. the good and evil Buus fought but the Evil Buu was to strong and ate Good Buu as a cookie. This turned Evil Buu into Super Buu who later fought Gotenks but Gotenks was absorbed this turned Super Buu into Mega Buu and so on. (confused yet)
Buu is the most powerful villian in the DBZ series. Goku couldnt even beat him when he turned Super Saiyon Level 3. Vegeta died trying to self destruct near him but Buu still prevalied. It took the power of Vegetto to make Buu lose momentem and then a Genki Dama from Goku to finnaly kill Buu. Buu was the first villian to destroy Earth.