I was one of those guys who got the japanese version of this. Sometimes I still load the opening and the ost because that, at least, was pretty good. As for playing as Baby Vegeta, it would have been cool if you could here, but you can in Budokai Tenkaichi 3 so I'll go and play that instead.
Also, Tenkaichi 3 is the best DBZ game, not Budokai 3
If you've only watched the new movies and not the old TV series... you need to watch the TV series and then come back. The movies started off as an alternate retelling but now noone can say what's going on in them.