I had played every Mega Man game up until X4 came out, and I can safetly say this is the best one ever.  X5-X8 just had pictures with words which I thought was totally lame.  With X4 they had complete cartoon anime scenes with full dialogue and how awesome was that?  The game play was fantastic, the graphics were fantastic, you could play as Zero all the way through the game, Mega and Zero had their own story elements.  Awesome game.  One of the best ever.