The Megaman Lair

The X series had a spin-off called the Zero series, which features Zero 100 years after his ending in X6.  He joins a resistance movement against Neo Arcadia, led by Ciel.  Neo Arcadia is led by an evil clone of Megaman X, who is mistaken in his ideals.  There are also things called cyber-elves, which can enhance Zero's abilities or turn into things like sub-tanks. 

There were 4 games in the series, all of which were difficult; much more than the average Megaman game.  The games also utilize a ranking system, which can determine things you get, such as EX skills.  Bosses also use other moves when you have a high rank, which can be a good or bad thing, depending on your skill level.  Towards the end of the series, the main protagonist is Dr. Weil (sound familiar?), an evil scientist bent on revenge for being banished from Neo Arcadia so long ago.  He eventually fights Zero one on one, but then they both crash along with Ragnarok, the craft that was heading towards earth.  Zero dies, and Weil's spirit is manifested in the form of a biometal, Model W (Megaman ZX).

Screenshots (taken by me):