I'm playing on hardcoe mode switching from normal to hard, really the only problems I've had are with mines and the Demonic butterflys (Cazadors). Using guns, melee, and sneak as my main combat tools.
You guys want to play something REALLY hard? Pick up the original 6 mega mans, I have still, after more than a decade mind you, not been able to beat 1, 2, and 3.