I don't remember the first being that hard, actually. Very embryonic -- I've never understood the point of collecting points in games -- but I thought it was pretty good. Secret you surely already know: if you pause the game (with select) the Elec Man weapon resets so you can effectively beat several bosses with one hit. Mega Man 4 had hard stages and easy bosses; number 5 was easy all around and a fun play if you're just looking for a good time. Mega Man 3 is an absolute bitch. (Another thing I never noticed: the select-a-boss stage that we all immediately associate with Mega Man is only half the game (by length/play time)!)
The series had played itself out badly by Mega Man 8 on the PlayStation and it's understandable they focused on the X series after that until releasing a ninth game. This was years ago, but Ken mentioned it being eight-bit and I thought I misunderstood him: but yeah, the game is an NES throwback with some later-game elements thrown in and without the slide and weapon charging. It also looks (from the playthrough) really, really, really hard. They're up to an eleventh game.
Mega Man 8 had horrific voice acting. It's worth looking up the cutscenes just to hear Dr. Light's thick accent.