Weirdly enough, the one published Mega Man run I'd recommend looking into is the very old 2003 run by Morimoto. That is one that doesn't take any damage throughout the game but definitely has areas to improve such as picking up unnecessary point orbs and sub-optimal jumps up ladders. I believe that, even without glitches and minimal weapon usage, you can push the time down on your run by quite a lot. It's also worth taking a gander at the Mega Man resources page on TASVideos for some additional game info.
 NES Mega Man by Morimoto in 21:52.10Wiki: GameResources/NES/Rockman