You know, I had MMX 4-6 for the PSX then had to sell them, but the upcoming Mega Man X Collection makes me feel less bad about that.
The Mega Man series has always relied on formula. I really enjoy the style of detailed anime-style stills for the cut-scenes in the PSX MMX games. I've haven't tried the MMX PS2 games and want to try them out, despite their less than stellar reputations.
I did enjoy the Mega Man Legends series though, although the Misadventures of Tron Bonne spin-off was arguably more fun.