YYYEEEEEESSSSSSSSSSSSSS. They are the best Mega Man games, and nobody can convince me otherwise.
Phil is right, 2 is technically the better game, but because of the fact that there is actually a story to these games, start with number 1. They have some terrible controls, but if you can get used to them, they are amazing games with a ton of charm.
If you end up enjoying them, check out the Misadventures of Tron Bonne. (edit: woops, Outlaw already said this... oh well, it's worth reiterating.)
Yes, but only for certain saves. There are many games that lock saves to one system, and cannot be copied. Having a cloud would (hopefully) take away the hassle of having to manually back things up, and allow for a backup of locked saves.