I started playing Mega Man Zero Collection. The "easy scenario," in which you play through all four games back to back, really lives up to its name: you start off with everything except the weapons you collect throughout the story, and things like weapon levels and your life bar start off maxed out. It also bars you from gaining and using bosses' abilities in the later games - I imagine the idea here is that if you can't even play the games at their normal difficulty level, you don't deserve the special weapons that are supposed to be for especially skilled players. Unfortunately, this embarrassingly easy mode is the only way to unlock some of the bonuses in the collection.
Aside from Mega Man Zero 3, which has some DS-exclusive unlockable bonus features added, and Mega Man Zero 2, which I don't believe has the multiplayer mode of the GBA version, the games are perfect ports, to the extent that they even run at the same resolution as the GBA originals.