Have to agree with the comments about the Jose Chung episode. No one mentioned that Charles Nelson Reily plays the Jose Chung character, or the spoof on Fox's own 'Alien Autopsy' show, hosted by The Stupendous Yappi.

I also enjoy early episodes like the one with Peter Boyle (which also had Yappi) as a psychic insurance salesman and there was one where Mulder and Scully visited a trailer park of side-show freaks.
One later episode that I found amusing was the one with Gary Schandling, where they were "making a movie" about the X-Files.
"I have a confession Mulder, I'm in love with assistant director Skinner."

The show did trail off when Duchovny left, and things never good as good as they were even after he returned. I followed through to the end as best as I could. ******* in the final episode completely threw me.

Edited for spoilers

- Jay