Hint: Ninth Capsule:
There is a secret Dr. Light capsule in the game which gives you the Hadoken and Shoryuken. It is on the third Sigma stage as X, just before you would go and battle with Velcana. There is a long vertical corridor with the rocket platforms you have to climb up (because both sides of the room are electrified). At the very top, Air Dash right through the electric wall into a room with Dr. Light. He will give you the Hadoken and Shoryuken. To use them, charge up the X-Buster to maximum. Then, press Up + A to do the Shoryuken and Down + A to do the Hadoken.