I personally quite like when the final boss has been in the story since the beginning, or near the beginning. It irks me when some stories introduce the final big bad in the final few episodes of a series - where the fuck were you prior to this? Gundam shows in particular piss me off when they do this.
Very long running series are a bit different. It'd be weird if Buu was sitting around during the Vegeta/Nappa arc.