Urien. He's the easiest for me to get a legit perfect on (besides Chun Li, I guess), which makes for some really elegant battle sequences. In classic MM, the bosses had set patterns that could be boringly exploited, but it's a lot more exciting when the AI is random and the player is reacting to every move as it comes.
What is a Mega Man? A miserable little pile of mega secrets!-JCvgluvr