Yeah, all that extra DCL kind of sucks. That's eight more bucks for stuff that could've (should've) been in the core game. I would have preferred paying $20 and getting all that content at once, really. I probably wouldn't use all of it, but at least it would be THERE.
Having said that, I still think that Protoman is worth it. Hero Mode might be cool if the core game isn't tough enough, and Special Stage sounds good.
You know, here's what I don't like: I could look forward to new DCL for Mega Man: Powered UP! on the PSP almost every week from the game's launch to just over a year later, when DCL support stopped. And this was some sick DCL, like new Roll costumes, challenge stages, new build-a-stage parts, and, yes, even Protoman as a playable character.* And it was all FREE.
I don't know why Capcom is going the nickle-and-dime route. My guess is that it's Nintendo wanting to make as much money as possible out of the game. The Big N knows that MM9 is a huge WiiWare release, and that many, many people will buy the extra content. I'm betting that if it was up to Capcom, we'd be getting a slightly more expensive, but more complete, game.
*Protoman was actually unlockable in Powered UP!, but to do so, you had to complete all of the challenges in Challenge Mode. Some of the challenges were damn near impossible, so I had given up on ever playing as the Blue Bomber's older brother. I was very happy when, as their last hurrah to Powered UP! players, Capcom offered him as DCL.