The importance of the study of Planetary Nebulae (PNe) in our Galaxy and in external galaxies is outlined, with the aim of highlighting how the combined study of galactic and extragalactic PNe can bring a substantial contribution to our understanding of the late stages of stellar evolution and of related astrophysical topics. We then illustrate the work we have done on M33, resulting in some 134 new candidates PNe. This allowed us to construct a luminosity function (PNLF), from which a distance of M33 very close to the one derived with the Cepheids method (840 kpc) could be obtained, confirming the validity of the PNLF method to derive distances of galaxies.