Even though he only appears in the Dragon Ball series, every shonen has a Vegeta. Once the hero has outgrown their "Krillin," or the weaker "best friend" character, it's time for the Vegeta to step up to the plate. Usually adversarial, the "Vegeta" is a rival who slowly works their way up to frenemy status they -- but usually he -- tries to surpass the hero's level of power. He'll come close, but, ultimately, there's no contending with a Main Character.
In his own series, fans tend to prefer Vegeta over Goku because of the way he changed throughout the series. Vegeta had extensive character development, being first introduced as the villain, then slowly making his way to the good side. He evolved into a complex and sympathetic character, now seen more as an anti-hero rather than an outright villain -- a character arc that makes hi endlessly fascinating. To Goku, the protagonist of the Dragon Ball universe, Vegeta is an antagonist turned rival and -- though Vegeta won't admit it -- friend. Maybe Vegeta wasn't the first, but he is certainly the most notable in setting a standard and creating a template for all future shonen rivals.
One of Shonen Jump's Big Three, Naruto definitely had a Vegeta in the form of Sasuke Uchiha. More so than most rival characters, Sasuke definitely pulled focus, to the point where the main storyline became about saving and redeeming him. Unlike Vegeta, Sasuke started off as a friend and rival to Naruto, before eventually becoming a rogue ninja and outright enemy. While Naruto always had the goal of becoming Hokage, that was a far off dream. Sasuke became the very first person who Naruto genuinely saw as his rival and actively strived to surpass him. Likewise, Sasuke eventually came to understand Naruto and saw him as a genuine friend, hence why he chose to unlock the Mangekyo Sharingan by facing off against him. Sasuke's character and personal agenda pushed both the plot and Naruto's development forward, even as he became more of a villain. But, like all great Vegetas, he eventually found his way back to the hero's side.
Yu Yu Hakusho's Hiei, a demon criminal, is originally seen as intimidating and cunning, packing abilities and forms protagonist Yusuke Urameshi had never seen before. But despite that, he slowly abandons that way of life and is begins caring for new his friends in subtle ways. This is especially obvious with his twin sister, Yukina. He fights by a code and holds his friends in high regard, but only becomes this way through his encounters with Yusuke, and their rivalry eventually turns to friendship. Though their rivalry isn't explicit, Hiei still fulfills his Vegeta-like role through his growth and tendency to outshine the main character. He is also one of the few characters to consistently rival Yusuke in power. Yusuke recognizes the changes in Hiei's development and never hesitates to place his trust in him, which is a very Goku thing to do to a Vegeta.
Despite being Izuku's childhood friend, Katsuki Bakugo started off as nothing more than a bully in My Hero Academia. However, with every battle, fans get to see his brains and talent truly shine, showing there's more to Bakugo than his explosive powers. While the series starts off with Katsuki and Izuku as enemies, it's crystal clear that both heroes-in-training are two sides of the same spectrum: one saves to win and the other wins to save. It is through their shared experiences and love for heroes that they gradually motivate each other to grow. Katsuki encourages Izuku to grow stronger and Izuku encourages Katsuki to become a better person. Their roles in each other's lives are fundamental to their growth as rivals and heroes. Even if Katsuki can't be seen as sympathetic for his past actions, he is still a complicated, interesting character and a nuanced evolution of the Vegeta archetype.
Despite being the exact opposite of enemies, Hunter x Hunter's Killua Zoldyck is a slightly more abstract Vegeta to Gon's Goku. A fan-favorite for his fascinating and absurd assassin abilities, Killua is more than just a cold-blooded killer. Turns out, he's just a lonely kid at heart, and one that prizes his friendship with Gon. This duality makes him sympathetic, especially after learning about how his family tried to groom him into the ideal assassin. The two are rivals without being enemies and encourage each other to grow stronger through their shared adventures. While Gon saved Killua from the darkness of his heart and helped him start his own life, Killua also saved Gon from his own darkness when he nearly lost himself in the Chimera Ant arc.
No protagonist could make it very far without their "Vegeta," and they definitely wouldn't be as interesting. While the Vegeta is introduced as stronger than the main character, he sets a bar that the protagonist must strive to surpass, whether it be moral, physical or both. By having an interesting arc of their own, the Vegeta supports the main character's journey, sometimes representing another side of the hero. A Vegeta at once represents everything the protagonist could have been, but pushes them to become something more than what the both of them are -- though he might steal the spotlight on the way to greatness.