The Route i have gone with is Camo, Diamond, Blaze, Glacier, Thorn, Areo, Razor, Arach, Dragon, then the Wily stages

Every Boss is weak to something, and the game has a bio to help point you in the direction of what it is, note the bio only unlocks after you beat them. For Glacier Man it would say, Dislikes Global Warming, hinting towards using Blaze Man's weapon which is Blaze Cannon (Note that not all bosses appear in the bio section but every boss does have a weakness)

The game give you the Buster and an Item1 to start off with. Item1 summons in a small platform for you to use and is required to beat the game in some places.

the weapons are Camo Missile, Diamond Darts, Blaze Cannon, Thorn Spread, Speed Wing, Razor Blade, Arach Barrier, Dragon Lance, And Ultra

Sliding is useful trick that allows you to move faster, just be careful doing it on screen transition because the left over distance would carry over and possibly drop you into a pit