Mega Man 1-3 and 7 (2 of course being the best but 3 is pretty good considering it being rushed)

Mega Man X 1, 2, 4, 5 (though 6 is my favorite and 8 turned out to be good. Hell even Command Missions is actually a good solid RPG)

I can't say much about the Zero series as I've only played the first one (loved it) and I can't say much about Battle Network cause it looks horribly stupid. The type of game I would play only for the gameplay and never for the story.

I wish they would make Mega Man 9