I love Mega Man. There are many series, however, and I love some of them a lot more than others. How fun the games are are a major factor, but another factor, which I'm calling the "coolness" factor, plays another big role in my opinion of the games. As such this is extremely opinionated.
As I said there are many series, but for this I'm only going to be going over the "robotics" continuity, or main series. So with that, let's get right into it.
Here we are, the first series, the one that started it all. Now I haven't actually played these a whole lot, as I started out with Mega Man X. Nonetheless I know enough.
Character Design: Robots are cool. Fighting robots are even cooler. The original Mega Man, however, isn't all that cool. His design, as well as the design of the rest of the world, is rather "childish" in nature, like it belongs in a 90's Saturday morning cartoon. Oh wait, it was.
Mega Man's design is quite simple and rounded, and looks like he's ten years old. The enemies as well look like toys, some even being based off of toys like Topman and Springman. Oh yeah, all the bosses having man in their name gets annoying. Details also are quite lacking, as with Cutman being basically two colors and a basic body. Still, Mega Man is a robot with a gun, so he gets some points.
Story: Wily wants to rule the world and Mega Man goes off to stop him. There's a lot more to it, but that's the gist of it. Someone wanting to rule the world is silly and cliche, but at least Wily's motivation is more believable. Wily worked with Dr. Light, but Wily felt he deserved more recognition. His jealousy turning into anger, and anger slowly driving him to madness.
Mega Man X
Now we're getting better. Mega Man X is what I grew up playing, and compared to Mega Man, X is like the grown up version.
Character Design: X looks older, and his design is edgier. No, literally, he has more edges than Mega Man's "baby smooth" body. Enemies as well had more interesting designs, "edgier", and a lot more detail. Also in this series, X can don additional armor, with each game giving him different abilities and appearances.
In addition to X, there's also the character Zero (Who is playable from X3 and onward). Zero too has a gun, but he also has the Z-Saber. While the efficiency of swords vs. guns are debatable, laser swords trump guns in coolness. Zero most definitely gives Mega Man X a bonus in coolness.
Story: X was created by Dr. Light, who is now long dead, and discovered in an abandoned facility. X has complete free will, meaning he can disobey the three laws of robotics if he so chooses. X's body is "replicated" and used to design many, many more robots, who become known as reploids. Some reploids go insane and harm humans, which then become labeled as mavericks. A reploid called Sigma gets infected with a virus, which then mutates and becomes known as the Sigma Virus. Sigma and the Mavericks don't want to rule the world, but instead want to destroy the inferior humans, and any who get in their way.
This is now a fight about humans vs reploids, with many humans taking casualties (Especially in X4). The story gets more involved (If you actually dig into it), more interesting, and more serious.
Mega Man Zero
Character Design: Zero is just plain cooler than X. His sword as mentioned previously makes him cooler, but his body's design is cooler as well. Zero definitely looks different in this series than in the X series, and while I thought it looked weird at first, it has since grew on me. The fact that Zero has long blonde hair may be strange to some, but I think this is an additional bonus of coolness.
Story: It's about 100 years after the X series. X is dead (Well...kinda) and Zero has been in stasis in an abandoned and badly damaged facility. In the years past peace has finally been established, with X having built a city where humans and reploids live peacefully together. At least, until the lack of energy becomes a problem, and a Copy X is created which goes crazy and starts killing off random reploids to preserve energy. Zero is found by Ciel who restores and awakens Zero. Zero fights alongside Ciel and their small band of resistance who fight to stay alive.
Gameplay: I haven't mentioned gameplay before, but there's a fundamental difference about Zero and X. X only had his gun, which means you usually shot at enemies and kept your distance. Zero had a gun as well, but I rarely used it, always preferring the Z-Saber instead. With this, you didn't keep your distance, but instead came right up to the enemy and literally sliced them in half. Most enemies could be destroyed in one or two hits with the Z-Saber, and your score at the end partly depended on your speed. This means I didn't causally come up to an enemy and attack it, it means I dashed right through them. Sword fighting is cool, but running at mad speeds and slicing away your enemies like nothing is even cooler.
Mega Man ZX
This is...a bit different.
Story: This is where I have a problem with ZX series. X and Zero were cool, but they're long dead now. So who replaces them? Human children. Human.... Children.... This is a major step back for me, but it doesn't stop there. For some unexplainable reason, there are now things called Biometals: Floating, talking metal things that "megamerge" with the human children to give them the powers of different reploids. There's the biometal model X and the biometal model Z, so...I guess Zero and X have now been reduced to floating, talking chunks of metal.
The gameplay and design of the game is very similar to Mega Man Zero, but because of the before mentioned elements, the game feels more like another Saturday morning kids' cartoon.
Character Design: As I mentioned, the design is very similar to the Zero series. The design for "Zero" actually looks even cooler in some regards, like a more-armored Zero.