I was never really into original Mega Man (outside of the cheezy awesome cartoon), but I do love Mega Man X, Legends, as well as the first three Battle Network games.
In the X series, X8, Command Mission, and Maverick Hunter X are my favorites. Especially since all of them have X played by Mark Gatha, who was the voice of Domon in G Gundam. As a result, he shouts all his power names with the same inflection as "SHINING FINGER!" x3