I remember Megaman I was a nightmare the first times.. In fact, I don't remember finishing it.. Not having passwords made it just too impassable..
M2 wasn't that bad.. I used to beat it constantly.. And I was like.. 11?
Omega Weapon could be a bitch if you didn't use Holy Wars and such.. Never tried it the long way, too much patience needed.
Contra III in Hard was one of my personal goals for long, but I made it to the fifth level boss (the one that looked like a desert and the boss was a big round thing that throwed worms to you.. the fucker)
Do you remember Aero the acrobat? I only finished that game once and then i got instantly sick of it.. What was the deal with those old games that didn't include a level password ala Megaman 2 and so on? Grrr...
I'll probably post here again.. Got bitter memories.. Oh i do..