Playing X4 as Zero is my favorite Mega Man game. Actually playing as Mega Man in a 2D platformer, MM2 or 3 is my favorite. Problem with Mega Man platformers as the games went on is that your move set became ridiculous between the dash, airdash, hover, walldash, dash dash, slash dash, shoot dash. I think it was MMX8 that let you swap characters, and there was another new character there, so you'd be switching between Mega Man and some guy who has a machine gun and can't move while firing.