If you remember a while back, I told you about a way to vastly increase Mega Man's jump in Mega Man 3. It turns out, though, that there's more to that trick than first it seems.
First, grab controller 2, and hold down the Right arrow, just like before. You might want to recruit a friend or a rubber band to do the honors, since it's hard to do on your own.
After that, find a conveniently-placed hole, and jump in. It'll need to be a hole where an enemy will follow you.
Let the enemies hit you while you're offscreen and eventually, you'll run out of life points and hear the "you dead" sound. But, as long as you're holding down the Right arrow, you can still jump out and walk around, even with no life points.
The awesome thing is, that now enemies can't kill you off. They can hit you all they want, but you'll never explode. The downside is, though, that your Mega Buster doesn't work any more, since Mega Man's energy for that weapon is gone.
The rest of his weapons work fine, though. And since the Rush Marine is all but useless, I like to use that to fire the Mega Buster.
Just don't pick up any health powerups. If you do that, you will be able to die again if you get hit.
Oh, and spikes are still lethal. They're jerks that way.