We made a case on this week's podcast for Mega Man X's status as greatest Mega Man game of all time. Even if you don't agree, you have to admit that the original Super NES game remains quite good even now, 24 years after its debut. Happily, it's as accessible as it is enjoyable… meaning you can both access and enjoy it across a multitude of platforms, whether retro and modern.
Super NES
1994
If you still have a Super NES console kicking around (or one of the numerous clone consoles popping up, such as the upcoming Analogue Super Nt), you can't go wrong with the original cart. It plays the way its creators intended: Buttery smooth, challenging but fair, packed with nonlinearity and hidden options to keep things fresh through multiple playthroughs. This cart is a viable purchase, too. The first Mega Man X now stands as the only Super NES Mega Man cart whose price hasn't shot through the roof: You can grab a bare cart for $15-20 (versus $80-250 for all the others) if you look around.
DOS
1995
Unlike the DOS adaptations of Mega Man and Mega Man 3, the ’90s computer port of Mega Man X actually was Mega Man X, not some off-brand disaster whipped up by a well-meaning but under-supported kid in some garage in California. By all accounts, this conversion feels remarkably faithful to the real thing, even supporting game pad controls (which was kind of a big deal back then). If you want to try it out for yourself, Archive.org has the demo — though not the full game — available for in-browser play.
Maverick Hunter X
2005: PSP/Vita
This excellent remake of the Super NES game doesn't simply include a solid port of the 16-bit classic; its primary content consists of a full-on 2.5D remake of the original. The remake makes some minor alterations to the mechanics and layouts of stages, but generally feels quite faithful. It's the story elements that see the greatest overhaul, as the game begins with a 20-minute (!) anime that explains much of the backstory and even changes some critical plot details. On top of that, once you complete the adventure, you can replay it as — no, not Zero. You can replay as Vile. It's weird and interesting, it's available digitally, and best of all, it's backward-compatible on Vita.
Mega Man X Collection
2006: PlayStation 2/GameCube
If you happen to have one of these older consoles around (or a Wii, or one of the rare backward-compatible PlayStation 3s that hasn't gone all Yellow Light of Death), this collection includes Mega Man X along with several of its sequels and even some spinoff games. The emulation (and button-mapping) is a lot better than in the Mega Man Anniversary Collection, so this is a respectable option.
Virtual Console
2007-2015: Wii/Wii U/3DS
You can buy Mega Man X on every iteration of Virtual Console (provided you have a New Nintendo 3DS, of course — Super NES VC doesn't work on standard 3DS). As always, this comes with the same perks and caveats that go hand-in-hand with Virtual Console — decent emulation, suspend or save states depending on the platform, potentially ugly graphical filters. The theme of this list seems to be "This port is better than the ones 8-bit Mega Man got," which holds true here; VC has always been much kinder to Super NES than NES games.
iOS
2011
If you want to go cheap and don't mind slumming it, there's always the iOS version of Mega Man X. It's the least expensive adaptation on this list. It also uses virtual controls. Yeah.
Super NES Classic Edition
2017
Mega Man X also appeared on Super NES Classic Edition, and it's a great reproduction. Not 100% perfectly authentic (see above), but respectably reproduced and absolutely playable… especially on that wonderful little controller the mini-console includes.
Mega Man X Legacy Collection*
2018: PlayStation 4/Steam/Switch/Xbox One
While this version won't arrive until later this year, I feel comfortable recommending it based on the quality of the existing Legacy Collections. It's likely to play well, it'll include a bunch of other games, and it'll show up on pretty much every current, viable platform, all for a reasonable price. If you can afford to wait a few months to play Mega Man X, this is probably the way to go.