Ah yes, as IBJamon said, if your going for 5,
go for the Megaman anniversary collection if you can get it. (so you will get 5 as well as 1,2,3,4,6,7.)
I have played all the games those game by the way, they are fun.
I have not played 9 though, so I can not say any thing about the game.
Be part of the answer, not part of the problem.