So, just my take on the Mega Man GB games. I owned all of them (all 5) growing up, still enjoy them. They are in that classic Capcom style that really makes you smile. They really show that the programmers and composers of the graphics and music were at the top of their game when it came to Gameboy hardware.
Mega Man 1 is probably the roughest of the bunch. It's basically Mega Man 1, with a slice of Mega Man 2, towards the end. You can't slide, can't charge your gun in this one. If it has any negatives, it's that it has the most ANNOYING Yoko blocks (ie. disappearing blocks) that I have ever seen in any game. The Dr. Wily level, which is REALLY long, has about 3-4 giant spike pits that you have to go over, all while jumping from block to block. Thankfully, they all have the same rythum of when they appear. I used to say "Dante" to myself when I was going over these pits. And, actually, they make a similar noise when they appear.
Mega Man 1 also introduced the general formula the Mega Man/Rock Man World games would continue throughout the series. In each one, Mega Man has a "rival" who acts as a sub-boss, usually midway, before going on to the next 4 robot masters or, Dr. Wily's level. In 1, we have Enker who uses a sword to cast after images of himself. His weapon, Mirror Force, is absolutely necessary for beating the last form of Dr. Wily. You need 50% weapon energy in order to do this. Not having enough power is an immediate game over and replaying Dr. Wily's level over from the beginning, no way around it. Very frustrating at 10 years old.
Mega Man 2 I consider the dark horse of the series. It almost feels like it wasn't developed by Capcom, at all. The music is unusual and unique. What I mean by that is they didn't try to rescore the original NES music in Gameboy form, and instead made their own unique music for each stage.
This is probably the easiest of the five games, too. As Lonesage points out, tons of energy everywhere and they have Energy Tanks introduced in this entry. The mid-boss is Quintet this time, who bounces around on a pogo stick, dropping bombs to either side of him. Very predictable and basically just let's you win.
Mega Man 3 is definitely the hardest in the series, no question. Growing up, I could never beat Dust Man's level. There was a jump (just one) I felt was only possible to cross with the Rush Jet. Ironically, Dust Man gives this up when defeated, making beating the level impossible, at least for me. Thankfully, passwords existed in Nintendo Power that allowed me to skip this level and actually beat the game.
Mid-boss this time is Punk, who throws saw blades at you.
Mega Man 4 is probably my favorite of the series. In this one, Dr. Light has a shop setup so you can purchase items from him. The currency is in the form of P-chips that enemies drop and, larger denominations can be found lying around levels. Some of the items you can buy includes the obvious E Tanks and extra lives but also Weapon Tanks, Special Tanks (Which restore EVERY weapon and life energy) as well as an Escape item that lets you leave a stage you've already beaten.
I will say I disagree with the "horrible design choice" Lonesage was talking about earlier. The screen does NOT shake when you charge up your Mega Buster. However, after charging it fully, it does have a recoil of about half a step when firing. No screen shake, though. There is also a neat animation when you slide, too.
This is the first Gameboy game where you can find letters in the first 4 stages to summon Beat, Mega Man's heat seeking companion. I really only found him useful when entering a room where an enemy was at an odd angle.
The mid-boss this time is Ballade. Really enjoyed the cut scenes in this one. They are really well animated and fun to watch.
Mega Man 5 really goes all out. They knew this would be the final game and went out with a bang. This time, no Dr. Wily ( or is there?). All the bosses are planet themed and totally unique. This is the only game where Mega Man uses his fist instead of the standard Mega Buster, which can be powered up in the shop. It also is the only Mega Man game where Tango the cat can be used.
I really enjoyed the final level, too. You fight all the previous mid-bosses from the other games at the end.
TLDR: They're all great games worth playing today although not for today's prices. Incidentally, I paid for my CIB copies:
MM1: $30
MM2: $30
MM3: $125
MM4: $250
MM5: $85
Emulate these games or get an Everdrive. Japanese versions are way cheaper, too
Jon