What is the easiest order to kill the bosses in?
Similarly, what is each boss' weakness? (The megaman boss weakness circle)
Chun-Li probably the easiest boss out of the bunch, since her attacks don't do too much damage and her patterns are easy to predict (she's slow). Her attacks have relatively short range and can be destroyed. If you charge your buster as you dodge (by dash sliding) her spinning-kick attack you can easily hit her when she lands.
Ryu is also pretty easy. You can slide dash under his Shoryuken and kicks. Since he likes to spam Hadoukens surrounding him with Aegis Reflectors and then running away will essentially take care of him.
Compiled from IGN's guide:
Chun-Li is weak against Hadouken (Ryu)
C. Viper is weak against Lightning Kick (Chun-Li)
Dhalsim is weak against Optic Laser (C. Viper)
Blanka is weak against Yoga Inferno (Dhalsim)
Rose is weak against Tropical Hazzard (Blanka)
Rolento is weak against Soul Satellite (Rose)
Urien is weak against Mine Sweeper (Rolento)
Ryu is weak against Aegis Reflector (Urien)
Urien --> Ryu --> Chun-Li --> C. Viper --> Dhalsim --> Blanka --> Rose --> Rolento
Here is a concise video covering the order to fight bosses in, and the weapons to use against them. It also includes secrets in the game (unrelated to this question).
So far all I have is that Aegis Reflector (from Urien) is really good against Ryu. It was still somewhat difficult; I would suggest throwing out an aegis, then switching back to your main weapon. Reflecting his super does pretty good damage but is pretty inconsistent to hit with.
You missed Sagat, who in order to unlock him, you need to have gotten 3 perfects in the boss rush.
If you do so, unlike normally, the final area (the place where you fight M. Bison) will be raining, that's how you know you are going to fight Sagat before M. Bison.