Yep, ignoring that Rockman board game for the Famicom system, there were six MegaMan games for the NES. My favorite boss was the fake Wily alien in part 2. Reason why was it required some skill to beat him, and at the same time, it wasn't frustrating.
The most frustrating Megaman boss was definitely the bloody Yellow Devil in part 1. Not only did you have to avoid all those boulders coming at you, he was also quite tricky to hit during his vulnerable moments. The level itself was also frustrating. I did manage to beat him eventually without ever using the pause glitch, but boy did it take a lot of effort on my part to do so. After that, it was a relatively quick breeze through the rest of the game (but still frustrating).
As for my favorite Megaman game ever, I'm guessing it's part 3. That had a lot of levels to go through, and none of them were as frustrating as part 1.