D'oh, but I did! Sadly, I can't comment on any of the Zero games, as I have yet to play them... I intend to amend that soon, though.
However, I have all of the MM original GB titles. They're worthy contenders for the main console games, even if the first three don't really offer much different compared to the console titles. The first one is short but very tough, Wily's levels will likely cause some ripping out of your hair. The second title is the weakest for sure (due to bad sound design and being WAY too easy to beat, plus one of the lamest finales against Wily ever), but it's still playable and not a bad action title. The third one is better than the first two, but its ass is kicked by Mega Man IV. IV's polish gleams like Patrick Stewart's head, as it has some neat cutscenes, some of the best level design of the series, and it was, IIRC, THE first game to implement the Parts Shop!
However, Mega Man V is the greatest of the GB games, simply on the premise that instead of the bosses being borrowed from the main series, it has entirely new bosses and weapons! The Stardroids are all quite cool too, and you get to fight them with the versatile Mega Arm, replacing the Mega Buster when you charge. I actually like MMIV and MMV better than MM5 and MM6 for the NES for sure, and if you can track them down (somewhat rare, I'm afraid), do get them by all means! Pick up the first three if you can for cheap, but MMIV and MMV are likely worth their price.
Well, there's one more place to go, but... I have not touched any of the Battle Network or Star Force games, nor do I intend to. Let's just leave it at that, eh?
But back to the topic's focus, I think I would place my favoribility of MM9 on the same level as MM4, perhaps above that. Nothing's touching the first three games in my mind, but MM9 could have easily been one of the best games if released back in the days of the NES.