I didn't watch it the first go-round. I had small children at the time and had a more sensitive nature, I guess. At any rate, I've watched the first 5 seasons (which were the best years in my opinion) and the final movie & enjoyed it immensely. (Oh and I did go to the 'X-Files: I want to Believe'- I thought they needed to go back to what they were best at.) In fact it made it into my top 10 Horror/Science Movie Quotes that was hosted by Jeremy at beingretro and Ellie Garratt. Tonight's anniversary airing was 'The Jersey Devil' which was the closest the X-Files ever came to investigating Bigfoot (they show pictures of Bigfoot) which is about the only paranormal event they don't investigate in the show.
At any rate, my favorite X-file is probably 'Flukeman'. I never like outhouses before and I certainly do not like them after seeing that episode. Even viewing the pictures of the Fluke for this blogpost, I was creeped out (perhaps I still have a bit of a sensitive nature). It might be one that will make it to my "what to watch for Halloween week" list...