TechLookz

Megaman X6

Zero:
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Find Zero with the teleporters and fight him. He will join
you after he is defeated.

Invincibility:
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In the Amazon area with Zero and the special attack Ensuizan,
get on top of one of the Transporter Reploids. Perform the special
attack. If done correctly, you will be invincible throughout the
rest of the level and be able to walk on spikes, as long as you
do not die by falling of a cliff.

Alternate purple doors entrances:
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If you approach purple doors differently, your character might enter
differently and do poses. For example, if you continuously shoot peewee
shots while approaching a purple door (still shooting when you enter),
you will walk in with your gun raised and aimed forward. If you slide
down a wall into a purple door, your character will turn around and
slide (on nothing) into the next room. Dashing will also result in an
alternative entrance.

Stop roof from lowering in Metal Shark's stage:
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You can stop the lowering roof by getting the big robot and walking through
the level. At one point you will see a large garbage pile. It is the tallest
one. Jump up there and get out of the robot. The roof will only go down until
it hits the robot, and you can easily make it to the lower area.

Blue portals:
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At some areas, you will see a blue warp portal. Go inside to unlock many things
in game. The first time is where you meet Nightmare Zero; it unlocks Zero as a
player. The second time is where you meet High Max again; it auto unlocks the
Gate stage. The third and many times afterwards is where you meet Dyamo from
Megaman X5, as you would always meet him if you still go in the blue portal.