It's so hard to choose.

Mega Man 1-8 is pure bliss. I never played 9 and 10 and I'm not rushing out to buy them. We already have 6 NES games, do we really need two more in that style?

Mega Man X1-5 and X8 are also pure bliss and in some ways an improvement. I like that you had to find items and I love intricate platforming with spikes all around like they did in X5 and X8. I really need to play Command Mission.

Mega Man Legends 1 and 2. It's Zelda and Mega Man combined! How can you not love that?

I'm going to go with X5. Not only was it my first traditional Mega Man game (Legends was my actual first), but the gameplay and story are just awesome. Legends 1 and 2 closely follow.