Mega Man 3 was the first one I played and ties with 4 as my favorite NES Meag Man games. I switched to SNES after that and Mega Man X is still my all time favorite Mega Man game.
Maybe you didn't find them but, Mega Man 4 also contains 2 hidden items that aid you. There's the Balloon in Pharaoh Man's stage and the Wire in Dive Man's stage.