Vegeta is a proud warrior of the Sayian race (which is a group of intergalactic super warriors). He first appears in the Dragon Ball world as a villain who comes to earth seeking the dragon balls so he could wish for or gain his own immortality. After an epic battle with Goku, he is defeated and from that point on he trains to become the better warrior. Vegeta would also, from that point on, become a protagonist because the show didn't have enough heroes that didn't keep on dying.
He remained a hero until his dark side showed up again in the Majin Buu Saga, (This saga was where the good guys fought the evil, pink, blob, wizard alien, Majin Buu). He would give up his humanity in order to have enough power to finally defeat Goku. Sadly, he fails and realizes that he has been a dang fool. It was at this point that he self-destructed in an attempt to destroy Majin Buu. Of course, he fails again and is seemingly finally out of the game. Just like every other "hero" character on this show, he comes back to life to help Goku finally defeat Majin Buu, then the show was finally cancelled. Vegeta has remained a fan favorite throughout the series and is even my favorite Dragon Ball Z character just because his character is so ridiculous. I mean he tries to act like he is the strongest warrior and that he is the best of the best, even though Goku usually ends up defeating the bad guy.