I like the older Mega Man games quite a bit, but the X series has always been among my favourites. Granted, X was the first actual Mega Man game I played so there is that, but I'm also a big fan of games with really cool movement mechanics and the dash in the X series is pure genius, especially combined with the wall jumping.

And, of course, Mega Man Legends is an awesome series and Capcom is dead to me.