Considering the Classic series came first and it was the first part of the franchise I played, I appreciate it from a nostalgic point of view, though 9, 10, and 11 each have things about them I wish were done better. In MM9 Mega Man loses access to his slide and charge shot, which makes Proto Man feel superior in comparison as he has both. I don't really see a point to this, as Proto Man would feel different enough just having his shield and only two shots at a time instead of three. The fact that Proto Man was originally paid DLC only makes this problem that much worse. In MM10, they repeated this same issue but with Bass. Bass just feels blatantly superior to both of the other characters with his ability to aim his shots and his ability to dash instead of slide. MM11 brought back Mega Man's slide and charge shot, and added in the new Gear system that lets Mega Man power up his attacks or slow time based on a shared meter. However, Proto Man and Bass are no longer playable characters, which is a huge bummer. Overall, I would probably place MM10 as my favorite simply through the inclusion of Bass as a playable character, as he's incredibly fun.
The X series has a much better playstyle in my opinion. Egoraptor's episode of Sequelitis dedicated to it covers why in greater detail, but to go over it briefly here the addition of the Dash and Wall Jumping was an absolute stroke of genius that would define how further subseries would play within the sidescrolling platformer genre. While the Classic series is mostly confined to individual rooms at a time which often require very precise platforming, the X series features much more open and fast paced gameplay which more often tests you through combat than through it's platforming. Personally, I feel as though the series peaked at X4 with it's beautiful 32bit artstyle and refined controls, as well as the first properly playable version of Zero (X3 featured him as playable as well, though in a much more limited manner). After that the series mostly takes a nosedive, though X7 is more painfully mediocre than it is outright bad and is rather tolerable in the Legacy Collection version with Rookie Hunter enabled, and X8 is a step up from X7 with rather fun gameplay and a host of really great unlockables. Overall, I consider X4 the better game, but X8 is the next best thing. I prefer Maverick Hunter X over the original MMX, and that would probably take third place.
The Zero series is tied for my favorite, and features very similar gameplay to the X series though with a larger focus on melee combat. My main gripe with Zero 1-3 is that you need to enter a stage with an A rank in order to capture the Z-Move from the boss after defeating them. Personally, I feel as though the Z-Move's should have been unlocked just for beating the bosses in general, with something else unlocked for beating bosses with a high enough rank such as Cyber Elves or something. Zero 4 apparently agrees it's trash, because Z-Move unlocks are now tied to weather instead of rank. That aside though, the Zero series features a fantastic story that really needs to get made into an anime alongside the ZX series. It features the best playable incarnation of Zero in the franchise, aside from maybe X4.
ZX is also tied for my favorite, and has some of the same fantastic storytelling present in the Zero series. However, I do have some gripes with both games released so far. The first game has a horrid map system, and the mission system is rather limiting compared to the sequel. The levels aren't as interconnected as in other Metroidvania titles, and localized versions of the game decided to remove the voice acting entirely instead of just using the original Japanese voice lines. Aside from these problems, it's a perfectly fine Metroidvania and once you have played it enough to know where to go to get to all the areas, it can be a ton of fun. It's also worth noting that ZX is the first game in the series to feature a female main protagonist as a playable option. Aile might not the be the first playable female in the franchise, but her main protagonist status is certainly unique. This trend continues with ZX Advent, with Ashe as a playable option. While Vent and Aile in the first game did play slightly differently from each other, Grey and Ashe in ZX Advent play much more noticeably different. ZX Advent features a much better map system, though the world is much smaller scale this time around and several of the areas aren't accessible on foot. The mission system is vastly superior, with main story missions activating automatically as they are available and you being able to have as many active side missions as you wish, activating immediately after receiving them from an NPC. Both types of missions also auto-complete from finishing the right area or talking to the right NPC. Overall, it's hard for me to pick a favorite between the two games, as they both have upsides and downsides over each other.
I've not played much of the Legends, Battle Network, or Starforce series, but from what little I have played of Legends I can see a lot of potential for a modern continuation of it. It's quite fun, and could benefit greatly from a more modern control scheme and graphics. Battle Network and Starforce seem cool, but they're the ones I have the least experience with so I can't really judge them much.
Overall, I would rank my favorites in the series as follows:
By Series
1. Zero
2. ZX
3. X
4. Classic
By Game
1. Zero 3
2. ZX and ZX Advent
3.X4
4.Zero 4
5.X8
6. Maverick Hunter X
7. Zero 2
8. Zero 1
9. MM10
10. MM11
11. MM8
12.X7
13.MM9