Mega Man X4

During the Space Port battle, you have to approach Colonel very, very carefully as you can only rely on your Z-Saber in close to do reliable damage. The best time to wail on him is right before he readies his three sonic sword swings. When he gets ready to throw them, begin jumping straight up and hitting him with a jumping slash as you go down. Time it so you'll hit the ground before he throws the second sonic sword, which goes low - jump low and swing your sword again, hitting him. The reason you have to jump low is because if you jump too high, you'll land on the third sonic sword attack. After the sonic sword attacks you can wail on him then.

When he disappears and gets ready to sucker slash you, start dashing around - it's best you change directions by dash jumping in the opposite direction. If you land near the Colonel, slash him - if you're pretty far, use the Raijingeki tech on him - and if you're too far, go forward and wail on him until he teleports back to the start.

He has two new attacks when his HP starts getting low - the lightning bolts and the giant sword wave. The lightning bolts are easily avoidable by jumping when the bolts line up and staying still in between them. The giant sword wave can be evaded by dashing to the wall opposite him, climbing up to 3/4 of the way up (my memory on this is fuzzy), then doing a dash-jump wall kick to get you within range of him after evading the sword wave.

If you approach Colonel prudently, you won't waste any E-tanks - but if you take too much damage, feel free to use one or two. After this you can revisit any stage to refill those E tanks of yours anyway.