I have the Gamecube version of both anniversary collections (MM and MMX) and I'm still quite pleased by both. As
@dcisp mentioned, the jump and shoot buttons on at least the MM collection are inversed for some stupid reason, but honestly once you get used to it (that is saying if you've actually played MM games before), you'll have no problems.
As for rather getting the Anniversary collection versus the newly announced Legacy collection, I'd say save your money and get the Anniversary. The Legacy collection is just 6 games in HD (which means jack-shit all since they're fucking 8-bit games.) and -ooooh- leaderboards, so you can compete with some random-ass kid in Japan to see truly who can beat Top Man the fastest! However, the anniversary collection has
Mega Man 1 - 8 (admittedly though 8 is all kinds of suck, 7 ain't bad though), AND two Japan-only titles,
Mega Man: the Power Battle and
Mega Man: The Power Fighters. Both play like an old-school beat 'em up and really aren't that bad. Not exactly substantial in any way, but good in a dumb fun sort of fashion. And yeah, the trailer said the Legacy collection comes with "unreleased art" which I kind of find questionable since you can
buy the completed works for MM and MMX in an artbook.
So yeah, get the Anniversary collection if you can. I'll let you decide which console to get it for.