There are three kinds of episodes in X Files:
1) The main story. It's convoluted and often full of red herrings but the cast and writing keep you engaged instead of pushing the stop button. I think the smoking man is simultaneously the best and worst character in TV history, your mileage may vary.
2) The "x file" episodes. The heart of the show. Some of the best episodes in network TV history are in there. There are some that are just too corny over the years, but the ratio of amazing to suck is pretty good IMHO
3) Side quest episodes. Dotting i's and crossing t's in the season's stories. They feel like filler because they are. Some of them don't even have Gillian or David in them. They were still awesome. The Lone Gunmen could have had their own show.
X-Files shows that aren't the X-Files...
For less scary and more corny, Warehouse 13 was a great show that was intentionally a bit of a XFiles parody. Very fun.
Millenium goes the other way, much darker and less comedic, but I liked it.
Twin Peaks did dark and comedy and was FANTASTIC.
Fringe was AMAZING. Not as dark as Millenium or Xfiles, not quite as comedic as Warehouse 13. Fantastic cast.
Evil was a recent show that Xfiles fans might find interesting. I liked the first season anyway. Haven't seen the second.
Then of course...there is Stranger Things.