This was available in two editions: a stand alone version with the game itself or a limited edition version with a DVD that included the Dragon Ball Z: Budokai 3 - Behind the Screams (2005) documentary along with Dragon Ball Z: Budokai 3 official trailer as well as a mini Broly figurine.
It's possible to glitch out of almost any stage in training by using either Kid Buu or Super Buu paired with Omega Shenron. By shooting Omega with 3 ki blasts staggered by quick pausing and unpausing and rapid replenishment of the ki gauge, you can lift Omega above the stage boundaries and over the invisible wall. From there, by having Omega attack the other character, you can teleport to have both characters out of bounds.
Right before Teen Gohan goes Super Saiyan 2 in his Dragon Universe his first piece of dialog when talking to Android 16 is not voice acted and the second piece of dialog when he transforms into Super Saiyan 2 is in Japanese.
This is the first game in the Budokai series to feature movie characters (Bardock, Cooler, Broly, and Gogeta), as well as the first game in the series to feature some Dragon Ball GT characters (Goku, Vegeta, and Gogeta are playable in their Super Saiyan 4 forms and Omega Shenron is also a playable character).
If the player doesn't touch any buttons and waits for 13 minutes during gameplay, the player's character will look directly at the screen.