Source:  http://inside.mygamercard.net/2008/08/12/achievements-for-mega-man-9-reward-the-hardcore/

Each of the achievements has an emblem of 1 of the 8 Robot Masters, Mega Man, Proto Man, Roll and Dr. Light.  These achievements aren't for the feint of heart though, and some seem downright impossible.  I'm guessing there is some kind of indication in-game as well for PSN and Wii Ware, as with all Capcom games.

Jitterbug
Clear the game in 60 minutes or less. 20

Invincible
Clear the game without dying. 30

Almost Invincible
Clear the game without continuing. 20

No Coffee Break
Clear the game without using any Energy or Mystery Tanks. 10

Peacekeeper
Clear the game by defeating the fewest number of enemies possible. 20

Conservationist
Clear the game by using the least amount of Weapon Energy possible. 20

Gamer’s Day
Clear the game 5 times in 1 day. 20

Whomp Wily!
Clear the game once. 5

Destroyer
Defeat your 1000th enemy. 20

World Warrior
Defeat every type of enemy. 5

Trusty Sidearm
Defeat the 8 Bosses with the Mega Buster. 20

Blue Bomber 10
Defeat a Boss without getting damaged.

This just in! Mega Man 9 achievements impossible! Small children reduced to tears!

I'm afraid of these achievements, Capcom is really dedicated to making this a hard game.

My God.  I want the thumbs of the first person who gets all those achievements.

At least there are a couple attainable achievements for casual players.

Whomp Wily!
Clear the game once. 5

Destroyer
Defeat your 1000th enemy. 20

This one might be possible just by "finishing off" the bosses with Mega Buster
Trusty Sidearm
Defeat the 8 Bosses with the Mega Buster. 20

I'm worried about playing this with crappy Xbox 360 D-pad

With the 360s D-Pad.. no thanks.jpg.exe
I'll stick with the Wii version.

Just play the game with the analog stick. It's not that big a deal.