(CNN) -- Anderlecht and Braga were the big winners on a night of typical Champions League drama.
Malaga, BATE Borisov and Dinamo Zagreb were the other teams to progress to Thursday's group draw in Monaco.
With nine minutes to go in Belgium, Anderlecht and AEL Limassol were locked at 0-0, and the Cypriot side were going through. Then, Dieudonne Mbokani stepped forward to notch his second goal of the tie and give the Belgian champions hope of making it through.
With one minute to go, the Belgians finally made their pressure count when substitute Olexandr Yakovenko scored to send his side through to the main draw.
In Italy, Braga managed to produce a similar escape act against Udinese. The first leg had finished 1-1, with Braga unlucky to not have a clear lead to bring to north east Italy.
The home side looked determined to make their Portugese opponents pay for their lack of a cutting edge in the first game and were deserved leaders at half time. Pablo Armero had given his side the lead after some fine work from Dusan Basta on the right wing.
In he 72nd minute, substitute Ruben Micael capped of a fine second half recovery from Braga with an equalizer that set the match on course for a tense penalty shoot out that would decide who progressed to Thursday's draw and reap the financial rewards that accompany a place in the tournaments latter stages.
Udinese's Brazilian midfielder Maicoseul was the player to make a name for himself in the worst possible way. His disastrous attempt at a delicate chipped penalty landed comfortably in the arms of Braga goalkeeper Beto, and proved to be the only missed penalty off the night.
The Udinese players were shaking their heads in disbelief as Micael celebrated scoring the winning penalty that saw Braga advance and Udinese go out in the final qualifying round for the second year running.
Spanish side Malaga confirmed their first ever appearance in the Champions League group stage with a 0-0 draw in Athens that ensured their first leg victory took them through.
Panathinaikos had given themselves a difficult task after leaking two goals in the first leg, and the early exchanges made it clear that the Spanish side wanted to kill the game off with any early goal.
The Greek side did their best to return the attacks, but as the game wore on Malaga became more comfortable to sit back and keep the ball and limit their opponent's opportunities.
Malaga have endured a miserable start to the season, seeing a number of key players move to other clubs and its owner, Qatari investor Abdullah bin Nasser bin Abdullah Al Ahmed Al Thani, take a step back from his previous committed involvement, and will hope that advancing to Europe's premier competition will help them get their season back on track.
Belarussian side BATE Borisov comfortably progressed with a 1-1 draw against Israeli side Hapoel Kiryat Shmona that gave them a winning aggregate margin of 3-1.
BATE became the first Belarussian side to make the group stage in the 2008-09 season, and will be hoping to improve on their record of two draws and four losses in this year's competition.
Croatian side Dinamo Zagreb advanced with the same scoreline over two legs, enjoying a 1-0 over Maribor to advance to the group stage for the second successive season.
A goal from Portuguese defender Tonel in the 12th minute ended Slovenian side's chances of upsetting Dinamo, and they will now have to settle for a place in this year's Europa League.