Megaman X's Ultimate armor:
Highlight Megaman X at the player selection screen. Press B(2), Left(6), then hold L + R and press Start. Enter a special armor capsule to receive the new armor.

Zero's black armor:
Highlight Zero at the player selection screen. Hold R and press Right(6). Release all buttons, then hold B and press Start.

Hint: Capsule locations:

Armor capsule
Go to Magma Dragoon level and proceed until reaching the part of Volcano Area 2 where you have the armor. Get into it and dash jump towards the platform. Get on to the platform, then charge twin slasher to full power and destroy the blocks in front of you. Pass through and get the armor upgrade.

Helmet capsule
Go to the Cyber Peacock level and get a S rank on the third stretch with the yellow balls that drains your energy. This is difficult to accomplish, but possible.

Leg capsule
Go to the Web Spider level and proceed to the part with the waterfalls. When you drop down to the section below the part with the spike spinning on the platform, just go through the gap on the right side wall opposite to the hole.

Arm capsule
Go to Storm Owl Area 2 with all the laser cannons. Get to the section with the hole in the ceiling, with spikes on the floor and each side of the wall. Use the lightning web weapon to jump onto the platform. Above it are two capsules. One allows your fire four shots in a row and the other allows you to fire a plasma bolt. The best choice is the plasma bolt, as it keeps hitting the enemy after the first hit.

Ultimate capsule
Begin game play as Dark X. Go to the Web Spider level and proceed to where the leg capsule was located. Instead, you will receive the ultimate armor. This allows unlimited nova strike, unlimited none charged special weapons, hover in midair, and the ability to shoot plasma bolts.

Hint: Defeating the Bosses:
Each Boss have a weakness related to their own weapons.

Dragoon: Owl's weapon
Owl: Cyberpeacock's weapon
Cyberpeacock: Mushroom's weapon
Spider: Beast's weapon
Ray: Walrus' weapon
Walrus: Dragoon's weapon
Mushroom: Spider's weapon
Sigma In Ghost Robe: Dragoon's weapon
Sigma Out Of Robe: Spider's weapon

Easy lives and energy:
Go to Frost Walrus/Kibatodos stage. Then, dash jump towards the first wall on your left, then dash jump to the right one. Continue to the right. You will see two snowmen. Use either the Lightning Web (X) or the Double Jump (Zero) to jump higher and reach the upper-right edge. Defeat the weak enemies here and get a lot of energy capsules. If you have not taken damage, you should have one E-tank full at 50%. You should also get the life near the appearing and disappearing platforms. Return four times maximum to fill up your two E-tanks and get a good supply of lives. Note : For really tough fights (for example, Colonel and Sigma) and you have already used all your energy tanks, it might not be a good idea to pick up many lives. However, do it against the eight Mavericks once you meet them again, if you do not use tanks during the fight.