I've never actualy beaten an original MM game at all, but I absolutely love the X series.

I've beaten X1-X4 in just about every way possible. Beating the games with no special weapons, no subtanks and no upgrades adds a lot of extra challenge and replay value to the titles.
I usualy beat it the first time doing whatever, the second time after I know the game in and out I go through and rape it. Then I start making challenges for myself of increasing difficulty.
The only corollary is that I use emulators and save states. I'm cool with dying 60 times on a boss learning to beat it a certain way, I'm not cool with playing the stage 20 times in a row to get my attempts in.

I tried the same approach to Mega Man X2 and I have yet to defeat Wolverine Sigma.
In that fight the double buster actually gets me into more trouble than the regular one, as it forces me to stand still for a second. Upgraded isn't always better