I've always liked Super Butoden 2 for the SNES the most out of all the DBZ fighting games. The music, graphics, controls and moves were all well thought out. It also had an interesting story mode that let the player make choices from time to time. The first game also had a good story mode, but not so good graphics. Whereas the third game was just plain bad in my opinion...
Buu Yuu Retsuden was my second favorite. As for Hyper Dimension, I liked it a bit, but I don't know why so many people seem to prefer it over the Super Butoden series. It's definitely more fast paced, but somehow doesn't seem to be in the style/spirit of DBZ. Especially in terms of being able to fly freely. It also lacked the classic energy beam battles like in Super Butoden.