Depends. I'm pretty sure that the DBZ characters would blow most of the X-men to ash. Unless they have the Dark Pheonix available. Or Professor X... lets face it, having your mind shut down is a good way to lose.

But, considering that half the DBZ characters could destroy the planet, that's hardly a comparitive battle.

Oh, and though I love the show, I got a joke for you:

Q. "How many DBZ character does it take to screw in a lightbulb?"
A. "Just one, but it will take three episodes."