I enjoyed most Mega Man games, even Battle Network (except 4). I didn't like Mega Man 5 (NES) and 8 for some reason though. And MM1 (GB) was really frustratingly slow.
I love the Mega Man X games, except for the ones after X4. They've ranged from mediocre to shit. X8 is probably the least mediocre Post-X4 game. It has great gameplay but the difficulty design was trial and error bullshit.
Mega Man Zero is a fantastic series, even the worst one is really good. The combat/controls were godlike, especially when Zero is upgraded with a lot of cool shit. ZX was okay though.. not sure what it exactly is, but they never really to be that great. Definitely feels less fun than the Zero series.
It's mega man. You only ever go left or right. You can play it with a stick.
Analog sticks are okay until the more intense or precise moments. IDK, I found D-Pads far more easier to use than Analogs for 2D Platformers.