For everything else you need Emulators and ROMS of course.
There is a nice DBGT Game for PSX but unplayable slow at the GP2X and the PSX Emulator. I don't know if there is an playable Game for SNES or other Consoles. Some DBZ games for SNES need special FX Chips the emulator don't support.
MUGEN isn't ported to GP2X yet, so it looks not good with DBZ Games at the GP2X.