Okay, here are some reccomendations for the Capcom's Blue Bomber himself. This sounds long, but really, these are all the games available.
Megaman 8 & Megaman X4, two successfull high-budget PS1 games for the franchise's 10th anniversary, have been officially ported onto Saturn.
MM8 especially benefits since the music loops properly and has two secret bosses from the first two games in the Classic series. This one, like all other games in the series, can be a bit hard on the first playthrough, but you'll the grasp of it after beating the Intro Level.
MMX4 is a little bit inferior, though, since it doesn't benefit with anything else OTHER than the music looping properly (FMVs are not high-quality & the lack of transparency). If you really want to try this one out, go along & do it.
Alright, those are the ones almost any Megaman fan would know. There are, however, 2 additional titles that are also PS1 ports.
First is Mega Man X3, which is a slightly tweaked version of the SNES original (especially with the music). The second is Super Adventure Rockman, a Japan-Exclusive FMV game where you control Megaman through a series of fights with the classic Robot Masters in order to stop Ra Moon in the Amazon Rainforests. There are multiple endings, based on how you played and what decisions have you done.