He was the main character in the Game Boy Advance games named Zero... I think it was called anyways.

Though to be honest X never really had a sidekick per-se untill they added Axl, and recent Megaman X games haven't been so note-worthy, so many people don't even realise Axl exists...

A lot of games nowadays don't even seem to bother with sidekicks for their main characters. I just went through my games list and it's hard to find even one that features anything that could be described as 'sidekick material' by defenition. They just sort of stray away from the old style of characters and go with the more modernised 'singular hero... with extra people'.

I also don't see Earl in the list from toejam & Earl, how dare they forget them! >:O