I've mostly been playing games on my Wii and PS2. The games in question are Pinball Hall of Fame: The Williams Collection (an excellent pinball collection), Ninja Gaiden 1 & 2 for the Wii (While I own NG2 on the NES, I just love the Wii classic controller), and Mega Man Anniversary Collection (mostly in celebration for Mega Man 9) for the PS2. My favorite Mega Man games are, obviously, the first three games with the third installment being my favorite. The other Mega Man games all have their ups and downs but all are enjoyable enough to play at least once.
Here's how I'd rank the games:
Mega Man 3=2>1>>5>6>7>4>8
The unlockable arcade games are enjoyable diversions, though they are a tad too short (even for arcade games).