Welcome to the forums! I hope I can help you get in on all the interesting action ASAP.
Here is a somewhat outdated guide about lots of different mods available on Cutstuff.You'll here mods and other add-on content referred to as 'wads' or 'pk3s' a lot because those are the file formats that these add-ons are created as.
While the above guide is somewhat outdated in its listing of add-on content, its explanation at the beginning about how to add these files is correct (assuming you are using the MM8BDM.exe launcher that comes with the game download.)
As for finding these add-ons or wads, the above thread also has links to a lot of them. If you're interested in Robot Master classes, you actually have two choices!
Here is the RM classes mod referred to as Class Based Modification. You'd just need the v7c download if you're playing offline.
And here is a different RM classes mod, referred to as Justified Classes.Both of the above threads contain download links to the files you will add according to the tutorial I linked at the beginning. Which of these you use is up to you; both of them have classes for all RMs through Mega Man 8. Class Based Modification includes some MM9 RMs, while Justified Classes has Stardroids and MMB. And in both versions identical Robot Masters vary widely! (Bear in mind that these two mods are not compatible with each other, so you can't play them both at the same time.)
As for other content you can download as wads or pk3s and play with, look no further than the Projects subforum of Cutstuff! Among this subforum (and its own subforums), you'll find maps, map packs, custom weapons, and other game modes. Bear in mind, that custom weapon [packs] and game modes will likely be incompatible with one another, and these types of content should always be added last to you game session with the 'Add File' button. Always add maps and map packs first, if you're using any.
Hopefully I helped out a bit, let me/us know here if you have any questions or problems at all.
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