In Mega Man 4, one of the weapons you get is the Pharaoh Shot, which, if you hold down the B button, produces a big ol' bubble of energy above Mega Man's head.

One of the interesting things about it is that if a particularly weak enemy collides with it the enemy is destroyed but the bubble stays up and you don't lose any weapon energy.

So, if you find a place where weak enemies come down at you from the same angle in a steady stream, like this spot in Skull Man's stage

You can stand there, B button held in, and and when the enemies plow into your charged shot, the goodies fall right onto your head. Stand there long enough and you'll not only refill your energy pretty quickly, but you'll also max out your lives.

Which might be better than having full energy.

Oh, and if you think that this is similar to the technique I described for Mega Man 9, you'd be right.