MMr is hard if you play it using only Alice, without any weapons, and without energy tanks. Seriously, fuck the boss rush under those conditions. Otherwise, the general advice for any Rockman-esque game applies - don't go rushing in like some kind of berserker, take the time to clear what's in front of you, and use all the resources and especially weapons you are given. If you're used to just bustering through stages and saving weapons for the boss, I suggest you take a look at how overpowered the weapons in this game are and reevaluate that strategy.
If the problem is that you can't *get* any weapons, I suggest killing Sakuya first. She's the second easiest to buster kill, and she gives a much better pair of weapons than Cirno does. One of them is possibly the most broken weapon in the game. I'd argue a certain Yuyuko weapon over it, but I'm quite biased.
As for the main series, I'll be the first to admit I'm not that great at it. I can 1cc normals and clear some extras, but not consistently. However, I don't rage at the ZOMG HARD...I'm too busy yelling at myself for things like overdodging tiny bullets and running into a huge one for a Death With Bombs In Stock. It's a challenge, but nowhere near an unfair one. I probably have about 49 times more deaths due to dumb screw-ups than I do to the actual difficulty of the games. "Hey, I know this pattern, I just have to go between the waves! *dead* That's not between, that's a knife! :V" sort of things. I should probably play the main games more often, that way I could stop being Derpy McPichunalot.