Mega Man Anniversary Collection for PS2 remains the best version?
Heck no. That game looks awful these days, got some weird blur filter on it even if your running it on a CRT. I compared it to the Playstation ports of the MM games (which the PS2 games are based on - with the Navi mode and all) and the PS1 versions look far crisper. Plus there are awful sound issues with 7 and 8.
The PS4 collections better in my opinion.
The PS2 collection has:
Navi mode
remixed music (select tracks for 1-3, full remixed soundtracks for 4-6)
Power Battle & Fighters
and some other odd bonuses,
while the PS4/PC collections have:
More accurate emulation - most evident on 7 and 8 which don't have the audio issues from the PS2 collection. Also, MM7 has its ending restored, the team that ported 7 on the PS2 completely botched the ending to 7, so none of the mode 7 effects work (which really annoys me, I love that ending)
crisper graphics and scan lines options. So the games look much better on (modern) TV's,
dual language and audio for all games - so you can get Japanese voices in MM8 if you want. And you can play MM7 through with all its original dialogue - so individual get weapon dialogue with Light, Roll and Auto, as opposed to the dull dialogue in English. Also, the proper ending dialogue with Wily, not the butchered ending dialogue English regions got (ok, you gotta understand Japanese for this one, but its still nice to have the option)
Challenge mode is included in both collections. Easily my favourite new mode of any MM game since endless mode in MM9 and 10 (speaking of which)
Collection 2 includes Mega Man 9 and 10 including all their DLC. Which of course the old collection couldn't contain (since they didn't exist then). And best of all the awful controller lag from the previous gen versions has been eliminated, making them the best versions of the games available.
Con with the most recent collection is that audio popping is still a thing. So its not perfect audio wise. But compared to the rubbish MM8 especially had on the PS2 collection, I'd still take it over the old one.