Help me to get to what I've been missing.
skip the first, play the second and third. The games are MUCH better, although the encounter rate is still annoyingly high (although the bigger problem is the idiotic decision of having about 1/3 of the games NPCs and shops sitting around in the internet where you encounter enemies). The MMBN series has a problem where the designers were intelligent enough to keep refining the games and adding interesting new content, as well as swerve away from things that fans truly hated (like the awful design of the main story in 4), but the absurd popularity of the series means they never really fixed some of the biggest problems (high encounter rate, short music loops, brain-dead characters).
Starting with MMBN 2, something was actually done to handle the encounter rate. It's been a while since I played the first game, so I might have a few details wrong, but...
While Mega Man.exe heals fully after every battle in the first game, the series treats HP more like a usual RPG after that - it restores fully only when you jack out of the internet (or some special event heals you). However, combat is rebalanced pretty well, and the game adds a vital new element - SubChips. Subchips basically work like normal RPG inventory items, although you can't use them in battle. They're bought from special shops that exist in most non-dungeon areas, both online and off. There's six of them:
MiniEnrg - Restores 50 HP
FullEnrg - Restores all HP
Untrap - Use it when next to a mystery data crystal and it will remove any traps (viruses). I'm too stupid to use these myself, so I have no idea if you lose them when used on a non-trapped crystal. I imagine they're very useful in the Undernet.
Unlocker - One of the more annoying additions, there's now purple mystery data crystals that require an Unlocker subchip to open, and they set you back a couple thousand zenny. The items are almost always really good ones, though.
SneakRun - The one you want to know about - for a period of time, you won't encounter any weak viruses at all. I have to admit I'm usually too stupid to use this one, either, but it's pretty cheap at only 200z.
LocEnemy - If you use this after getting into a battle, you have a very high chance of encountering the same viruses again in your next encounter. Useful for trying to get certain chips, although I don't use these much unless I'm looking for one for a fetch quest.
Unfortunately, you can only carry four of a particular subchip at a time. Like the HPMemorys you find, you'll also find four SubMemorys throughout the game that will increase that cap by one, but most of them are in unpleasant areas. The later games are a bit more generous with giving them to you.
There are several other new things in MMBN2 - Styles replace armors (although they don't appear until considerably later in the game), and you can now set a "regular" chip to always be one of the five chips you get at the start of a battle. However, chips now all have a MB requirement, and you need to have that amount of "regular memory" or higher to set it as your regular chip. As you can imagine, you find upgrades throughout the game to raise this amount, allowing you to set more powerful chips as your regular chip.
MMBN 3 ditches powerups to introduce the Navi Customizer system, which is quite possibly the most innovative system in the series and became part of every game after that (well, I haven't played 6, and don't remember 5 that well). But I highly suggest you play 2 first.
also note that with 2 onwards, the internet areas are actually broken up into different designs - you'll have one set of graphics tiles for the AC/DC area, another for the downtown network, another for the SciLab network and so on. This makes the net MUCH less of a headache to navigate.
oh, one thing I feel like mentioning - there is something good about Mega Man Battle Network 4, but it's only in the Japanese version. Every time you save, the game resets the numbers that affect when you get into battles, so by saving repeatedly you can theoretically never get into any random battles at all.