Zero's Beam Sabre
In the second Sigma level there is a miniboss bug bot that is right after the water-filled area. Switch to Zero right before you go through the door. Then use Zero to fight this boss (This is the only boss Zero can fight). When you when in the fight, Zero will be wounded and he will give X his Beam Sabre to use for the rest of the game. You will not be able to use Zero anymore, but you will have the strongest shot in the game. Charge Mega Man's X-Buster up until you turn green. Then when you fire the 3rd shot, it will be the Beam Sabre.
**NOTE: You can only fight the miniboss in this stage if you defeated Vile earlier!!