When the show was in the thick of its conspiracy plot -- say, in 1998 and '99 -- I watched and re-watched it obsessively, looking for hidden connections and other clues. However, after the Syndicate was wiped out, there didn't seem much point; and I could never connect the subsequent "super-soldier" plotline to the black oil, bees, etc. Accordingly, I have been watching those later episodes for the first time since they aired, over seven years ago. (In fact, the final episode aired on May 19, 2002.)
The show became famous, or perhaps infamous, for its complex mythology. As I remember, a lot of fans felt cheated that Chris Carter and company were apparently making stuff up as they went along. Personally, with "The Truth" fairly fresh in my memory, I'm glad the show turned out as coherent as it did. Still, "The Truth" left a few significant cliffhangers on the table, including the fates of Skinner, Kersh, Doggett, Reyes, and the X Files themselves. (I still haven't seen the second movie, so if it offers any clues, please don't spoil 'em.)
Finishing up the final season has also affected my perspective on the shift in Scully's character. With Mulder definitely out of the picture (teases notwithstanding), Scully is free to become the "senior partner" with regard to Doggett and Reyes. Apparently Season Nine was also going to be Gillian Anderson's last, regardless of what happened to the show, so it shifted focus to the new pair. (It also played up the possibility of romance between D & R, which I found rather forced -- but more about that later.) Season Nine did have its share of funny Scully moments ("Lord of the Flies," "Improbable," "Scary Monsters"), as well as the heart-wrenching "William" (where events compel her to give up her son for adoption). Indeed, Scully's roles in "Lord of the Flies" and "Scary Monsters" elevated episodes which I would otherwise have dismissed as remakes of better installments.
While I didn't actively dislike Annabeth Gish as Monica Reyes, I thought the character suffered from an excess of backstory contrivance. She wasn't a Mary Sue, but she did seem to be in the right place at the right time, dramatically speaking, a little too often. Whereas Doggett's skepticism was tempered by acceptance of the phenomena he'd actually experienced, Reyes was more of a "token" believer. She was filling a slot which the show needed, but not in a particularly organic way. It's ironic, considering that she was introduced gradually into the show in order to establish her relationships with Doggett, Scully, and Mulder. I don't even remember her having any practical connection with the X Files unit (like Mulder investigating his sister's abduction, Scully's "debunking" assignment, or Doggett's search for Mulder) prior to her assignment. What's worse, arguably, is that we are told it's her dream job -- which is a very tricky thing to assert if you're trying to endear the audience to your new co-star. Reyes' history with Doggett (and also with Cary Elwes' AD Brad Follmer) also runs counter to the other characters' relationships, since Mulder, Scully, and Doggett had no such prior connections. The implication that she and Doggett would eventually fall in lurve seemed similarly convenient. In short, it was hard for me to like Reyes, because she just popped up and happened to hang around. Maybe, given time, she could have grown into the part, but she had a few years' worth of development forced on her almost from her introduction.
Anyway, over the life of the show, I found myself enjoying the standalone "monster" episodes more than the mythology. Sure, the mythology was fun, but the exceptional episodes tended to be standalones: "Clyde Bruckman's Final Repose," "War of the Coporophages," "Musings of a Cigarette-Smoking Man," the two-parters "Dreamland" and "Tempus Fugit"/"Max", "Post-Modern Prometheus," etc. Writer Vince Gilligan turned out quality episodes like clockwork, especially the hicks-gone-wrong "Small Potatoes" and "Bad Blood."
As the series drew to its close, it tended to dwell on its characters' isolation (and attempts to avoid same). At first, in "William" and "Release," our heroes said goodbye to their sons -- Scully to her infant, and Doggett to the murdered Luke. However, "Sunshine Days" and "The Truth" were about reunions -- a lonely man with his father-figure, and Scully with Mulder. In both cases the reunion comes at a cost (Oliver loses his powers, our heroes go on the run), but in light of the bonds renewed, they are costs worth bearing. (Again, please no spoilers about Movie #2.)
Thus, the series isn't so much about "the truth," or belief therein, as it is the connections and commitments which come with those beliefs. Over the course of the series, Scully becomes less of a skeptic, but for his part Mulder learns lessons of faith from Scully. Don't know when I'll embark on this journey again, but I found it worth taking.