It's better to skip the first game, because its difficulty is high and also unfair at times. You are just going to get frustrated and regret that you spent money on it.

MM2 is a much better choice to get into the series, because not only have the insane difficulty spikes been removed, there are also E-tanks that allow you to refill your health through the pause menu, if certain bosses are giving you too much trouble. Plus the Metal Blades are the most awesome weapon in the entire series. Also, bosses are weak to more than just one weapon, unlike in the later games. MM3 adds the slide, MM4 adds the charged Mega Buster and the ability to replay levels to farm extra lives and E-tanks. MM9 and MM10 remove the slide and charged Mega Buster, but they are still in the better half of the classic MM series.

If you really liked those five games, then you can give MM1 and MM5 a consideration. MM5 is better than the first game, but it's rather stale. The formula was pretty much set at that point and the quality of the music declined. MM6-8 are the bottom of the pile, not recommended at all. If they added something, they were only bad things.

Mega Man X is basically next generation Mega Man. The basic formula is the same, but upgrades and new moves were added. More fleshed out than the classic series, but the core gameplay is pretty much identical.

Plus the Metal Blades are the most awesome weapon in the entire series.