Splitting up the X collections as they were released, I would say in regards to the first collection X4 is easily my favorite. The other X games 1-3 were fine, but X4 is just much more fun to me and feels better to control. It also has what is personally my favorite interpretation of playable Zero in the X series overall.
Oh, yeah, I meant to say earlier, sorry in advance for X3, especially if you try to 100% it. (well, it's not in advance anymore but yeah). X3 isn't like bad or anything but it has issues with being bloated, in that the stages are long and often tedious, and the game has way too many collectibles and multiple branching story paths that are more annoying than cool. Traditionally it's been lumped in with the first two games by default, but in recent years people have been a lot more divided on it and nuanced in their criticism.
X4 is absolutely outstanding though, yeah! And absolutely gorgeous too. The pinnacle of pixel art for the Mega Man series, before they would start relying on digitised graphics for X5 and X6. And honestly, I like the cutscenes too.
X Collection 2 is fairly mediocre. I see a lot of hate for X7 in particular circulate around, but personally I think it's a fun game. Very flawed and mediocre at best, but still fun. X8 feels like a solid improvement, probably a toss up between that and X5 for my favorite in the collection.
Yeah, I generally don't recommend MMX Legacy Collection 2 to non-fans. All four games are frustrating in their own ways and I pretty much can't stand X5 through X7 at all, while MMX LC 1 has all the must-play ones.
X8 has a ton of potential but suffers from level design issues and an over-reliance on gimmicks, so it's very much a mixed bag for me. The collection adding the assist mode is a great feature for X8 though, as you can play X8 on Normal difficulty but with the assists, getting around the annoyingly high difficulty the game has, but without missing 2/3 of the game like you would if you played it on easy. I replayed it that way when the collection first game out and had a blast!
and are unable to play the main character
Hot take, I know it's a divisive decision but Axl is the main character of Mega Man X7. It's his story, Red is his villain, and Axl's even front and centre on the Japanese box art. The overseas versions are misleading by putting X in front, or X as the only character in Europe's case.
As for a controversial choice... I hate to admit that x6 is my favorite of the X series. It's a bad game with tons of cheap shots, unfair level design at times, the annoying nature of the nightmare virus enemy type... But I can't stop playing it, even on Xtreme, likely due to how amazing the atmosphere of X6 was. I can't get enough of it's odd music and unusually worrying tone, I can't stop feeling bad for the world bombarded by Eurasia's crash... That, and it's the only X game I got close to the end on when I was a kid playing it on the gamecube's X collection. Beat everyone but Shark Player, that jerk's stage was too annoying for me with the crusher...
I must admit I'm still yet to properly dive into X6, but from what little I've played I absolutely agree with everything you've said, especially about the atmosphere. It's absolutely amazing and it sets the game apart from the others. X6 also fixes a lot of minor annoyances X5 has like Alia bothering you all the time. And the soundtrack is easily some of the best in the entire series, and does a lot to set that atmosphere too! I think if I actually played X6 properly I would hate it, but I love that much about it at least.
As for a brief note on the Classic series:
Mega Man Legacy Collection 1 is... Meh. It sure is a collection of retro Mega Man games. It serves its purpose but there's probably better ways to play those old games.
Actually, MMLC is pretty outstanding as far as representing those games, especially compared to previous re-releases. It's also somewhat interesting because it's the only one that wasn't developed internally by Capcom, but rather was the debut project for the newly revived Digital Eclipse.
On a technical level, MMLC uses a hybrid emulation approach where most of the game code is actually running natively, similar to what you probably heard about Super Mario Galaxy in SM3DAS on Switch. In practice that doesn't actually mean much for gameplay and presentation compared to just using an ordinary NES emulator, but it is a rock-solid representation of the originals (post-patch at least, it had audio issues at launch) and some basic enhancements like removing the sprite limit to reduce flicker. Some people have some issues for it, and the menus are a tiny bit sloppy, but I think it's one of the best ways to play those games, and the challenges are fun too. Plus, it's cheap, actually available on modern platforms and was actually released in more than one country.
As far as other options for the Classic Series go, Rockman Complete Works has some audio quality issues but does at least eliminate slowdown and offer some arranged soundtracks for the latter three games, and the Atomic Planet-developed, North America-only and extremely overrated Mega Man Anniversary Collection is a sloppy port of RMCW that screws up the image quality, adds severe input lag and non-remappable controls (and they're mapped BACKWARDS on GameCube), and is outright missing features like the arranged soundtracks on Gamecube too. Sure MMAC has other games besides those six, but they're all completely broken too. And the menu system in that collection STINKS.
(In case anyone is wondering, thankfully that old (and also NA-exclusive) X Collection on PS2/GC is actually pretty great with only minor issues – such as visual bugs in X3, that don't ruin the experience. X6 losing its voice acting is probably the only real disappointment. Most of the games are native ports and all of them run in their native resolutions (looks identical on PS2, though the image is blurrier in the GC version due to the system's deflicker filter being left enabled), and the PS1-era games all load and save faster than on original hardware, much like their '90s PC versions did. Plus it's the first North American releases of the 32-bit CD version of X3 and the bonus unlockable game, Mega Man Battle & Chase, but we already had those in Japan/PAL.)
MMLC2 was the first one of the modern day Legacy Collections that Capcom did internally and IMO it's probably the weakest of the Legacy Collections, in terms of game selection and especially in terms of features. It's great value for MM9 and MM10 + all the DLC alone, though, and MM7 and MM8 are by no means bad games either, but it was the X and Zero/ZX collections that they really started nailing their approach to presentation and to preserving these games. Zero/ZX is absolutely outstanding in every way and I'm so glad the developers gave it the love it deserves.