Hehehe, Rockman Zero has de best story, and the most accurate one, too!
I don't understand what do you mean with "underrated" (I'm Spanish ^^U). Maybe that people don't like it enough?
According to what I read in forums and stuff, all people that have played RZ thinks that it's a GREAT series, and they say that it's a shame that Capcom ended the sagas so early... Unfortunately, RZ isn't so popular as classic saga, X or EXE... Even and Dash! I think
(but, hey, I love all sagas! XD)