It was EXE for me. (My first exposure to the series is with Battle Network anime, so it's kinda became THE Mega Man I know. If you catch my drift) But Legends came pretty close now that I think about it.
I adore every Mega Man design, but my favorite has long been and will likely always be X, who's also my favorite character of all time. I particularly love his design in Mega Man X8, which utilized a slightly aged-up, slimmed down, harder-edged art style than previous games in the series: