I was given the complete first season of this series for Christmas, and since then I've been watching 2-3 episodes at a time every day or two. It's a shame the series didn't end with a bang, but hey at least the beginning and the middle were pretty special.
The most memorable episode, for me, has got to be the one about the highly incestuous hillbilly family, though I don't know if its in my collection or not.
I wonder whether the series would have made a good subject for the '..and philosophy' book series? The Simpsons, Seinfeld, and Buffy the Vampire Slayer have all been subjects of this series of philosophy essays (as well as the first Matrix movie and The Lord of the Rings books). Perhaps Mulder and Scully are not sufficiently complex characters. Or perhaps there are few moral dilemmas presented. Would it be harder to find philosophical issues in The X-Files than to The Simpsons?