One of my favorite pieces of Mega Man merch is Mega Man Official Complete Works. Released in Japan as R20: Rockman & Rockman X Official Complete Works and localized by UDON into two separate volumes, this book (or pair of books) covers the entire Classic and X series, featuring production team insights, artwork from each game, and so many other goodies from the first 20 years of the franchise's history. If you haven't purchased your copies yet, do so before the latest print run is exhausted. Who knows when UDON will pump out a fresh batch.
Or perhaps you should wait a while longer..
According to Capcom's Rockman Unity, a "Revised Edition" of R20 is being prepped for the 25th anniversary. It'll contain everything from the original book while likely adding more recent content, such as Mega Man 9 and 10. There will also be new illustrations provided by Hitoshi Ariga and Yoshihiro Iwamoto, the authors of the legendary Mega Man Megamix / Gigamix and Rockman X mangas respectively.
I will definitely be buying this beast when it hits Japan, but it would be super awesome if UDON pulls through yet again and brings it over.
R20 Art Book Getting Powered Up [The Mega Man Network]