I've been embarked on a similar quest for about two years, but I've been going after EVERY action platformer in the series. I had a lot of them, but early in my run I used the Anniversary Collection and X Collection for some of the games. I have since bought a physical copy of every action platformer in the series except a few of the X games (which I still plan to track down) and Mega Man Game Gear.
So far I have beaten
Mega Man Game Boy 1-3
Mega Man Xtreme 1-2
Mega Man NES 1-3
Mega Man X 1-2, 4-6
Mega Man and Bass: Challenger from the Future (Wonderswan)
Rockman EXE WS (a Battle Network platformer for Wonderswan Color)
Mega Man Network Transmission
Mega Man Powered Up
Mega Man Maverick Hunter X
Mega Man 8
Mega Man and Bass (GBA)
Street Fighter X Mega Man
Mega Man Zero 2
Mega Man ZX and ZX Advent
Working on Mega Man 4, Mega Man 7, Mega Man X3, and Mega Man Zero next although progress is slow... haven't polished a whole game off in about two months. Using all original hardware, too. No savestates or anything.
I started this about when the MN9 Kickstarter happened. I was so damn hyped.
EDIT:
about half of my games are US versions and half are Japanese
I have Mega Man 1 and 2 on NES, 3-6 on Famicom, 7 on Super Famicom, 8 on US Saturn, Bass on GBA, all my GB and GBC games are Japanese imports, the WS games are obviously imports, all my GBA versons and DS versions are US, Rockman X1-3 on Super Famicom, X4 and X5 on JP Saturn, X6 on US PS1, PSP remakes are US versions, Rockman Battle and Fighters JP import for NGPC
Still need X7 and X8 on PS2, will get US versions