Megaman X is a timeless classic. It is the best place to start if you are new to the Megaman series.
User Rating: 9.9 | RockMan X SNES
This game is just plain great. My feeble words could never adaquatly paint the masterpiece on your canvas mind as this game deserves. You play as a Cyborg named X who needs to hunt down and destroy cyborgs-gone-berserk called Mavericks. It has by far the best action, villains, and story of any Megaman game. You owe it to yourself to check out the SNES game, or play the equally impressive PSP remake of it. If you own neither the SNES or the PSP, you can buy the Megaman X collection for Ps2 or Gamecube. Most of the other X games have been bogus, but the first one justifies the buy. If you are an Xbox only gamer you are out of luck.
Megaman X came our around the same time as Megaman 6 for the Nes. Capcom decided to keep both series' on account of the large fan base.
Games to check out in the series' are..
Megaman 2, Megaman 6, Megaman X, Megaman Anniversary Collection, Megaman X collection, Megaman Maverick Hunter X.
Games to avoid....
Megaman Battle Network (any)
and any Megaman in 3D. 
