The clown stage wasn't hard, maybe you had trouble in the area after the midboss? There's some stuff in there that it looks like you can get w/o a weapon but you need to revisit the stage with clown mans 'thunder claw'.. I know I died a few times in that area trying to get bolts. Clown man himself is eeeeeasy, probably the easiest boss of the 1st four.
The snowboarding stage isn't bad after afew tries and memorization. I think you have to jump on thethird spoken "jump" or else you'l jump early and die lol. Frost man isn't terribly hard either, especially with grenadmans weopon (which I know you have).
Flying stage? You mean tengumans stage? I had trouble platforming in that area due to thegust of wind pushing or pulling you around, but the flying parts are easy especially if you shoot those purple things that release the robot assistants. The boss is sorta tough, but if you go in with frostmans weaopon, you'll be able to take him down. The hardest boss I remember is searchman cuz he launches aton of missles at you, and... that's it. The rest are fairly easy with just the m. Buster, and they're all TOO easy using their weakness' against them.
The problem with mm8 was that when you hit bosses with their weakness, they went thru some retarded animation (like when astroman's balls droppped.....) where they couldn't harm you, and you could just wait for the second the animation stops and hit them again, succesfully freezing them in place. At least in the NES games they'd take the damage but if they were chargineat you, theywouldnt be interupted. You could still die even if you went in with the right weaopon.