1. The random stage changes. I actually remember when the game was first announced they said that depending on which stage you played, other stages might be greatly influenced, which sounded awesome, but what it comes down to is that you just get some kind of REALLY annoying obstruction in every stage, which was a total pain in the ass. Actually, the first MMX already had slight influences like that, and they were better, more interesting and NOT FRUSTRATING.
I didn't care for the "Nightmare Effect" either. At least they got the name right Got to love fighting wretched red circle robots in Blaze Heatnix's stage and have to deal with metal nats and rising, er... natural gas???
2. I seem to recall, although I forget the exact details, that you could actually get stuck later on in the game if you hadn't found the proper power-ups, or hadn't found Zero or something. I remember a certain jump onto a just-that-bit-too-high wall with spikes on the side that you couldn't make without the proper help.
This was one I was going to bring up as well. I believe this is in the second stage in Gate's Lab; without the right combination of parts it's impossible to proceed past a certain jump with no armor/Shadow Armor. Thing is, Gate's Lab is so full of spikes (which the [really cool] Shadow Armor negates) most people would probably be wearing it at that point. Other stage layout issues revolve around blind jumps in the Amazon and Illumina levels and the ceiling in Rainy Turtleloid's chamber being to tall for Zero to cling to use the ice weapon that's the boss' weakness although that pretty moot since Zero's saber is simply psycho - I don't think the final boss has any invincibility frames after taking a hit. Still, such issues really show the lack of fine-tuning and balance.
3. I don't like having to collect all parts of an armor before being able to use it. I always loved how you would just equip each part as soon as you found as the capsule.
Yeah, I miss those days too, but since X5/X8 does it as well I don't really peg the problem squarely on one game. The same really applies to the power-up situation with heart and weapon ups. In X5/X6 you have to plan which character kills bosses/saves reploids so they get the powerup. Having to plan and split these powerups between characters just sucks (they should share them), you're better off just sticking with one character per file and maxing them out. I think X5 is worse off since you can be forced to take a Max Up you don't want just to get a part you want. Combine this with the fact you have to wait an (in-game) hour for the part to made and applied at which point you could be using the character you don't want it applied to! X8 solved a lot of these problems – and really improved the tag team system from X7, although I can't say I'm in love with the metal/store system; I miss not having heart tanks in levels.
The music was great though, I'll hand it that.
Yes, Yes, Yes! This is one of the game's redeeming elements. I remember watching a demo of the game before it came out which had Blaze Heatnix's music playing over some gameplay; I was so taken in.
Another one: with the return of the Z-Buster, Zero's special attack button was combined with his saber button. This works fine until you're on a rope. If you're on a rope, jump off and slash at an enemy, you better not be holding up, otherwise you're going right into a crevasse.