More reasonable difficulty with easier controls and harder level designs
Old school gaming can be fun and frustrating at the same time. I remembered how often I broke my controller due to the difficulty of the NES games. When I bought Megaman Anniversary Collection I end up playing the game on Easy Mode more than I would play it on the Normal Mode. So what's with the reasonable difficulty of the X series? You're given easier controls as the terrain gets difficult. The wall climb feature makes it easier in some way as to reduce the number of pit falls for most stages. You're given ridiculous challenges while you're given easier controls. That's what I mean by balanced difficulty.
Better, badder villains that contribute to a better storyline
As much as I enjoy playing the NES Megaman games but I think Dr. Wily can get that annoying. All he does after he's defeated is that he begs for mercy showing he's a coward. Most of the villains in the Classic series are dead flat. Megaman X even in its first three entries tried to help the game improve overtime. A good example would be both Sigma and Vile. Sigma starts out as Dr. Cain's personal assistant but later started a more reckless rebellion with Dr. Cain's creations than what Dr. Wily did with Dr. Light's robots. Vile is a more dangerous version of the final Darkman robot from Megaman 5. The villains in Megaman X are a complicated bunch as some of them weren't always like that.
Unlocking power-ups increases replay value
Megaman X improved the features of Megaman 6. Megaman 6 featured the Rush power-ups and Beat power ups but Megaman X challenges you more. You got Heart Tanks to expand your health and power ups to make you more powerful without having to use Rush upgrades. The feature had its ups and downs but it's usually getting better. The downside though is that Zero got none of these in X4 but it was challenging to learn different sword techniques. Not even Megaman 7 could actually outdo the first three X games that came before it.
Megaman X4 to X8 featured the ability to use different characters, differently
Megaman X4 was the game that allowed you to fully use Zero - a huge step from Megaman X3's where Zero was just a back-up but couldn't fight bosses. Zero was given a plot but it didn't end in X4. Although X7 is what I'd call the black sheep of a great franchise but Axl was for me an interesting character. He's an improvement from what Bass as a playable character in the spin-off Megaman & Bass game. Megaman X uses his X-Buster, Zero uses his Z-Saber (which is more difficult at first but it becomes fun when you get the hang of it) and Axl's multidirectional shots.