Vegeta simply focused his whole power on Majin Buu, he wasn't just releasing all his power like crazy to destroy everything around him, including other people or the planet.
Indeed that was avery noble sacrifice, adn one of the coolest things I've seen in that series. But I may adda nother one I liked pretty much and made me pretty sad as well.... just at the beginning of the series, when Raditz came, so Gokou had to sacrifice himself so Piccoro could kill Raditz. That was badass.
but Gokou's most noble sacrifice was....
*******SPOLIER**********
whenever he sacrificed himself at the end of Dragon Ball GT as the Spheres' guardian.
He still had the choice of continuing his life and train more to become always stronger....... to keep his life togeher with all his family in peace after all.....
And he gave away all of that so he could protect the sphere's from anyone's greed for eternity.