Back when they were released, the Mega Man X games all boasted very attractive graphics. Sure, some of these games are 10 years old and debuted on the Super Nintendo Entertainment System, but one has to keep a historical perspective. The transition to PS2 has not harmed the visuals of the games in any way. Everything looks to be picture perfect.
The same cannot be said of the sound. Now, don’t get me wrong. The sound aspect of a Mega Man X game is generally one of its greatest strengths. The sound tracks are, in general, almost always phenomenal, and each has made a clean transition to PS2. Unfortunately there are a number of anomalies, intentional or otherwise, that have snuck into this compilation. Some examples are: X no longer says "Hadoken" when he throws a fireball, sound effects that don’t turn off or lower in volume during event scenes like they should, and the voice acting from Mega Man X6 has completely disappeared.
One final aesthetic aspect worth mentioning is that the version of Mega Man X3 used in the compilation is the PSX/Saturn version, not the SNES version. This means there are some minor differences like animated robot intros, animated cutscenes (though the quality is abysmally poor), and some major differences like remixed musical tracks.