3 added Rush and Protoman, the useful slide technique, 4 more stages together with rematches against improved MM2 Robot Masters and an all-new set of Robot Masters. The skull robots and the ending gave the first three games a strong sense of continuity. I think the later Mega Man games suffered a bit by not further having this continuity and many Robot Masters just being rehashes of the older ones.
5 had sloppy level design in some places, but it was still fun to play. While the Robot Master weapons were useful in some situations, the Mega Buster was still in both power and range most of the time.
6 is downright broken after you get the Rush Adapters.
9 really perfected everything from past Mega Man games and paves the way for retro graphics as a legitimate art style. Even when they reused old Robot Master themes and weapons, they perfected them. It is my favorite Mega Man game. My only gripe is that Wily fortress 4 just shoves too much at you.
While the outcry for Mega Man 2 being the best is dying down, it is still agreed upon that 2, 3 and 9 is the trifecta of awesome 8bit Mega Man games.
