Any help I found the palettes in X3 rom between 0x60000-0x68000.

Just get a snes pallette editing utility and search for the colors you want.
Like justin said, just get a savestate then apply the correct colors(that you can rip from the savestate or something with a utility i think) that make X in his armor look correct Then you have the exact order of colors to search for in the rom! Must be easy if I did it a long time ago haha.

I can't believe none of you thought of the most effective and simple method. ASM hack. Just find the values for X's armor in RAM. Now find any point in the ROM where it does LDA $MegaManX'sArmorStatus and examine it. It would help to figure out how it works by making Pro Action Replay codes with ZSNES. Chances are his Armor status is stored in a single byte with each bit being a certain piece of armor. The game when drawing and loading resources is going to check to see if these bits are set. You're going to want to change the code so it always uses the unarmored X resources. Just remember that some of these checks you find will be related to gameplay and you should not alter them as you could basically stop his power ups from working at all. Or you could do the opposite and make X always benifit from his Armor capabilities even if he doesn't have them.

I don't see why you'd go to all the trouble of changing sprites and palettes when a few bytes of ASM can do the same thing. You don't even have to be very good at it to do something like this.