If you want Mega Man games, just get this when it gets out:
http://store.steampowered.com/app/363440/
Quick rundown of the games themselves:
Mega Man 1 is obviously the first game in the series, it does some strange things that are not repeated in later games and can be difficult here and there.
Mega Man 2 is a solid entry in the series with some of the most beloved Robot Masters, fun stages and a nice Wily Castle to go through, but there were still growing pains and bullshit that would render you unable to defeat certain bosses if you messed up. Great music too.
Mega Man 3 has nice Robot Masters though it kinda messes with the order you fight them in. The Wily Castle is pretty good, but it grinds to a halt when you face the Doc Robots.
Mega Man 4 is where the series found its stride. Robot Masters and stages are fun, the first game to do a double castle stage and had some awesome tunes in there.
Mega Man 5 has solid stages and the Robot Master fights were pretty cool, but they were lacking a bit in character. The castle stages were not all that amazing, and the plot was not all that great.
Mega Man 6 introduces the Rush adaptors to make Mega Man even more awesome and the bosses were pretty nice, though for some reason four of them have body doubles that you have to track down if you want the bonus item for that stage. Same plot problems as 5.