Vegeta is hard because his Galick Gun is super strong. What you do is fly around the level and dodge his beam. (Don't try to attack him head on because he'll knock you away or blast you and you'll lose lots of health.) As soon as he finishes it, charge up a kamehameha to blast him when he's off guard. It kills him much quicker and safer this way. The Power Up Quick skill will help a lot.
First, Pick a character. It looks best with Goku. You must have teleport, and Special Move. Next, Lock on to a character. Start the Special move, and Charge it. Before it fires, Use teleport. You will end up behind your target. Release to Fire your Warp Kamehameha/Galick gun/Masenko/etc.
Beat the game once, and you'll unlock the Pendulum mode. In this mode, you can replay any chapter you like, with any character you like; Including some hidden ones: Broly, Bardock, Krillin, Tien, and Yamcha.
This works with any combo. Without being locked on to anybody, start your combo but on the last button hold down the teleport and lock on buttons at the same time and with the last button you will teleport behind your enemy to do the last blow.