Oh yeah. The Megaman series is probably one of my favorites. Electronic Gaming Magazine even did a story on their timeline (EGM #222) that connected practically every series to each other, except for Battle Network. It actually gets really confusing...
The X series was pretty good for the most part. I really liked X4, primarily because they had animated cutscenes, which were pretty cool. Then when they got rid of those for comic-styled scenes in X5 and X6 I was slightly disappointed. The games were still good, though I still have practically NO IDEA what's going on in the beginning of X6.
But my favorite series by far was the Zero/ZX series for the GBA/DS. I have yet to play ZX: Advent, but the difficulty of the Zero series was astonishingly tough at times. It reminded me of the old Megaman games, with so many death-defying jumps and meticulous planning. You almost had to memorize the levels. I even think enemies didn't drop energy on hard mode X_X.
Command Mission was interesting. I never finished it (got ticked because Zero kept leaving the party...STAY STUPID!!!) but the gameplay reminded me a little of Final Fantasy X, where you could see when everyone would take their turns.
There are only a few Megaman games I haven't played, but most of them are pretty hard to find. I never played Legends 2 (which are reportedly the most current in the timeline) or the new Star Force games (got tired of Battle Network...reeeeeeal tired) but yeah, Megaman has been in my life for most of it.
Anyone remember the uber-awesome MM3 cheat where you held the down arrow on the P2 controller, jumped down a pit, and didn't die? If you were careful, you could even lose your energy and still live, hence making you immortal. Just don't hit any spikes or pick up any energy

. I don't think it's there on the Anniversary editions, but if you've got an NES, try it out. Makes those second-round bosses a HECK of a lot easier.
...dodging the lasers in Quickman's stage in MMII...
Nightmares......so many nightmares...
my friend made it to Dr. Wily and he did not beat him because he did not know at the time to use Search snake
Once he gets in that huge machine, just get under him, jump up, and use Top Spin. Instakill. About the only time that weapon is useful, IMO.