Ahh, the obligatory "fight all the Robot Masters again" stage.
Early on in this stage, you can spot an Energy Tank. Grab it, kill yourself until you get a Game Over, and continue. When you continue the Tank will reappear. Get it again, and repeat until you have as many Energy Tanks as you want. This is time-consuming and a bit boring, but it will greatly alleviate the difficulty of the fights to come.
All of the Robot Masters have the same weaknesses as before, so there's really no need to say anything here. Just check out their respective pages if you need help.
After beating all eight Robot Masters in their teleporting hatch, a ninth will appear. This is the portal to the battle with Wily. Step through, and prepare to make the bad guy suffer.
In the first form, Wily will utilize a machine with a giant skull face, which hovers just above the ground. The shots are easy to fire, just charge your regular weapon and blast him when he leaves an opening. When the energy is depleted, the front falls away, revealing Wily as the pilot (you were expecting someone else?)
The second form is largely the same, except now the hovering pattern changes, which makes the shots the machine uses more dangerous. The weak spot is the green jewel just below Wily's face. Drill Bombs are the weakness, but they'll bounce harmlessly off the front of the craft. To ensure they hit the weak spot, denonate them with the attack button just before they bounce off.
Wily will get away in an escape pod once this machine falls, but not to worry. You're hot on his trail, and he can't run forever.