Vegeta also used a scaled down version of the attack in the Vegeta Saga against Goku. In this adaptation, Vegeta did not lose his life. In the Budokai Tenkaichi series this version of the attack is called Super Explosive Wave.
Final Explosion (ファイナルエクスプロージョン) was a suicide technique used against Majin Buu as a last resort by Vegeta in his Majin form. After bidding farewell to his family, as well as Goku, Vegeta released his entire energy and life force in a deafening scream, which causes an enormous, devastating golden-yellow explosion wave. In addition to turning his body into stone, this attack was able to destroy most of Buu's body, leaving only confetti bits behind. However, due to Majin Buu's regeneration ability, it was able to reform it's body, rendering Vegeta's explosion and sacrifice pointless.
In the Shadow Dragon Saga, Goku attempted to use the same move to finish off Omega Shenron, but is stopped under the prompting of Vegeta, who was ready to execute his plan to join Goku as a Super Saiyan 4.
Final Explosion was named in the Budokai Tenkaichi series and is Vegeta's Ultimate Blast in his Majin form. It is also named "Ultimate Final Skill" in official books, "Vegeta Final Blast Bomb" in Dragon Ball Z: Ultimate Battle 22, and "I'll Blow You To Pieces!" in Dragon Ball Z: Super Sonic Warriors. Its usage costs him nearly all of his health, with the exceptions in Dragon Ball Z: Super Sonic Warriors 2, Dragon Ball GT: Final Bout, and Dragonball Z: Infinite World.
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not bad
Its not bad for the price. I mean it has great smoke effect and ending flash, but it is over after a few seconds