Well, Zan is obviously the real expert here, but until he comes up with his own timeline, here's mine. Note that I have no access to the various Japanese books (and if I did, I could only stare at the pretty pictures), so if any published guide contradicts this, inform me and I will revise it.
Rockman
Mega Man (PC)
Rockman 2
Rockman World
Mega Man III (PC)
Rockman 3
Wily Tower
Rockman World 2
Rockman 4
Rockman World 3
Wily & Right's RockBoard: That's Paradise
Rockman 5
Rockman's Soccer
Rockman World 4
Mega Man (GG)
Rockman World 5
Super Adventure Rockman
Rockman 6
Rockman 7
Okay, here's where it gets hairy. There's two different story arcs that go through the games past RM7: Forte's loyalty to Wily and Duo's presence on Earth. With the games that have been released so far, it is impossible to make these two arcs jive with each other without assuming events between games. I'm providing two examples from here on out, each focusing on one of the arcs. First an example of a Duo-centric timeline:
Rockman: The Power Battle
Rockman 8
Rockman Strategy
Rockman: Battle & Chase
Rockman: Gold Empire
Rockman 2: The Power Fighters
Rockman & Forte
Rockman & Forte: Challenger from the Future
Rockman 9
Duo arrives, meets Rockman, then leaves in RM8. He is seen fleeing to Earth in Strategy, is present without explanation in B&C and GE, and finally leaves in the end of TPF. The RM&F duology must take place after this because the museum from RM&F is the supposedly the same one Napalm Man built in the end of B&C. Throughout all this, though, Forte is switching to and from Wily's side several times. Now, here's an example of a Forte-centric timeline:
Rockman 8
Rockman Strategy
Rockman: Battle & Chase
Rockman & Forte
Rockman & Forte: Challenger from the Future
Rockman: The Power Battle
Rockman: Gold Empire
Rockman: The Power Fighters
Rockman 9
Forte is working for Wily in both Strategy and B&C (but disobeys him in the ending sequence of B&C), is unaware that he is fighting against Wily in RM&F (where he once again disobeys him), is working for Wily in CftF (in the end he decides to follow his own path), then goes completely rogue in the ending of TPB, apparently taking a copy of Wily's energy-producing plans with him so he can hand them over in GE.