Start with the original. Also. The third game is the best. People who say Mega Man 2 is the best are just confused. It's a great game, but second best. .
http://www.youtube.com/watch?v=MJT94JO883E << Best Mega Man. Also, shameless plugs because it's part one of my one life run which I failed to complete after dying at a Dark Robot Master.
As a fan of the original series, I think 1-8 are great games. Mega Man 9 in my opinion though? Mega Man 9 is garbage and for that I haven't played 10, and even though I have PS+, refused to add them to my account because they're just bad games.
The Mega Man X series is also hit and miss as well. Mega Man X, X3, X4, and X6 are great games, while X2, X5, and X7 are pretty bad. I own X8 but never played it. Not sure it's good though because Mega Man was going downhill during that time.
Zero 1 is good. The rest of the series does their best to be bad games. The Mega Man Zero series is all about cheap deaths. The first game actually doesn't go for that and is a legitimately difficult game all the way through, but each future title is worse than the last.
Mega Man Legends and Legends 2 are good. Never played Tronne Bonne. These games are open world 3D games. Completely different from the traditional Mega Man, plays like a third person shooter/light platformer. Great games.
Played 10 minutes of the first Battle Network and never touched another game again. If there's any fans of these games, could someone explain the appeal? Depending on on the answer I may give the series another chance.