This one goes out to all our PALs in Europe and Australia who have the option of downloading Mega Man. It's not like Mega Man is hard to acquire if you don't live in one of the regions on which it's VC-available. If you're in the U.S. and playing along at home, feel free to get out your Mega Man cartridge or Mega Man Anniversary Collection disc.
Mega Man is the only game in the series with a pause option other than the menu screen, and it is this pause option that provides the game's best-known exploit. Simply put, if you pause the game while a projectile is connecting with an enemy, and then unpause, you'll score another hit. This works with any weapon, but is most effective with slower shots like the Thunder Beam. Using this method, you can beat any enemy in (effectively) one shot, and also make the game very boring and annoying! For some of us, "boring and annoying" is preferable to "freaking impossible."