Mega Man/Walkthrough

Stage Select

 * Fire Man (use Plasma Cannon -P)
 * Bomb Man (use Fire Storm -F)
 * Guts Man (use Hyper Bomb -B)
 * Cut Man (use Super Arm -G)
 * Elec Man (use Rolling Cutter -C)
 * Ice Man (use Thunder Beam -E)

Fortress

 * Yellow Devil (use Thunder Beam -E)
 * Copy Robobt (use Fire Storm -F)
 * CWU-01P (use Super Arm -G)
 * Dr. Wily, Phase 1 (use Fire Storm -F)
 * Dr. Wily, Phase 2 (use Rolling Cutter -C)

Stage Select

 * Cut Man (use Mega Buster or Super Arm)
 * Bomb Man (use Rolling Cutter)
 * Ice Man (use Hyper Bomb)
 * Fire Man (use Ice Slasher)
 * Oil Man (use Fire Storm)
 * Elec Man (use Oil Slider)
 * Time Man (use Thunder Beam)
 * Guts Man (use Time Slow)

Fortress

 * Yellow Devil (use Fire Storm)
 * CWU-01P (use Super Arm)
 * Copy Robot, which takes the form of different Robot Masters and Mega Man (use their current weakness)
 * Dr. Wily, Phase 1/Easy (use Mega Kick/Roll Swing)
 * Dr. Wily, Phase 2, Medium/Hard (weakness of his current ability)
 * Dr. Wily, Phase 3, Hard only (weakness of his current ability)

Referenced from Mega Man Info from Answers.com