In both the original Megaman series and particularly for most of the Megaman X series there has been an unfortunate lack of good characters. In the original Megaman series, the good guy cast was actually very fleshed out. There was Megaman, the main hero, Protoman, his friendly rival, Roll, the female supporting character, Dr. Light, all round good scientist/father figure, and a large assortment of minor helper characters with varying degrees of traction. On the other hand, for most of the series, the only character on the villain's side is Dr. Wily, the mad scientist and recurring Final Boss. It took until Megaman 7 for another villain character, Bass, to be introduced. Yet, Bass's role is an important one. As soon as he was introduced, he became a wildly popular character. So much so that he shared main character status with Megaman in the final entry in the Megaman series, Megaman & Bass.
The Megaman X series was a lot worse off in terms of characters. For the first three games, the only characters of note were X, Zero, and Sigma. For most of the X series, the only other characters aside from these three were various villains that challenged X outside of the regular stage progression who were all killed off by the end of the game they were introduced in (usually as Fortress stage bosses). This list includes Vile, the X Hunters, Bit & Byte, Dr. Doppler, Colonel, Iris, Double, Dynamo, Gate, High Max, and Lumine. And yet, the characters in this list are not equal, even though they generally played the same role in their individual games. Vile, the first of these characters is still popular even today, while Dynamo is a joke to fans. When Vile was introduced, he defeats X in the intro stage of the game and forces Zero to sacrifice his own life to save X in the first fortress stage. Vile also has a unique schtick: he rides around in a big mech. On the other hand, Dynamo never did anything more than than throw out a couple taunts before you fight him, and never did anything more than be a nuisance. Dynamo also fought in an unoriginal manner, using only beam sword attacks and energy blasts, the same as numerous other characters in the series. Colonel and Iris also deserve special mention. While their role was similar to other one-game characters from the X series, Colonel and especially Iris were able to win a lot of fans thanks to their tragic plot in Zero's side of X4. Good character designs and good story won them fans and appearances in the Megaman Battle Network series, while Double, the more typical opponent from X's side of the plot in the same game, was forgotten.
The X series also had a spotty history with good-guy supporting characters. Amidst the limited number the first four games was Dr. Cain, who was only mentioned in the manual of the first game, appeared in two scenes of the second, only appeared in one optional scene in the third, and was once again only mentioned in the manual of the fourth. The only other supporting character early on was Zero, who twice saved X's life in the first game, was brought back in the second game with a cool optional boss battle and hints at his mysterious past, was a limited use character in the third, and hit main character status that rivaled X's in the fourth game and onwards. Megaman X5 was where some decent supporting characters were finally introduced. Chief among them were Alia and Sygnas. Alia became a major support character for the rest of the X series, handing out hints and advice in the middle of stages, giving out information during cut-scenes, and doing mission de-briefings. Alia (and a few other characters based on her) even became an unlockable character at one point. Sygnas filled out the missing role of commanding officer and gave context to game missions in cut scenes. He was eventually used to give the player mission rankings in X8. Other characters introduced in X5, such as Lifesaver and Douglas, did not do so well because their role was more minor and less clear-cut. However, Alia has had to deal with the stigma of being an annoying character because of some poor game mechanics from the first game she was introduced in.
The creators of the Zero series payed attention to the lessons learned from the original and X series. From the get go, the Megaman Zero games have had a memorable cast of supporting characters in the form of Ciel and her resistance fighters. Ciel was very important to the plot of the Zero games and was always around to talk to, while the recurring cast of resistance fighters was colorful and entertaining. On the other side of things, the Zero games also introduced the Four Guardians, a group of recurring opponents for Zero who all had interesting personalities, distinctive fighting styles, and grew ever more developed and interesting as the series continued until they eventually became Zero's allies. Even in the ZX series they are still important characters.
So in summation, here are some tendencies from across the Megaman series about what qualities tend to make for memorable and popular characters:
*Has plot significance
*Appears in cut-scenes in a prominent role
*Fills out a niche or role such as commander
*Is involved in some kind of relationship with a main character
*Has a likable or quirky personality
*Doesn't annoy the heck out of the player
*Has plot significance
*Appears in cut scenes on a recurring basis
*Has a distinctive look and fighting style unlike any other character
*Is fun to fight
*Does more than just fight the hero
*Has more motivation than just fighting the hero
*Has an interesting or fun personality
Of course, good character design, theme music, and writing are also important, but those traits are somewhat harder to quantify past "I know it when I see it."