Classic: Bass. He's super fun to play as (though hard in Mega Man & Bass), and his personality is more interesting than Rock's.
X: Zero. He's a badass in most of the games, and I love his playstyle in X4 and X5.
Zero: Omega. Although he's only technically in Z3 aside from a brief cameo at the end of Z2, he's rather iconic to the entire Zero series, and the final battle between Zero and Omega will always be one of the most legendary moments in gaming history for me from a narrative standpoint. His secret boss battle in ZX will always be my favorite fight in the franchise in general.
ZX: Kinda a tossup between Vent and Aile. I love both characters for their own reasons, especially their character development into ZXA. Giroette is a close second though. His Model Z form is super cool.
I haven't played the other series properly, so I don't have much to say about those. I did enjoy Tron Bonne's characterization in her Misadventures game on PS1 though.
rom hacks count, and i mean dimensions i also mean mmz, zx, legends, and the others
Classic, X, Zero, ZX, and Legends are all one unified continuity within the same timeline. The only other continuity is the EXE/Battle Network and Starforce timeline.
Classic takes place in 20XX, X is in 21XX, Zero is in the later half of 22XX, and ZX is in the later half of 24XX. Legends takes place way, WAY later, though as far as I'm aware a specific date isn't attributed to it. It's at least 30XX if not even further down the timeline.
For the other timeline, unless I'm mistaken EXE/Battle Network takes place in 20XX and Starforce takes place in 25XX.