That is one of the strange things about the X-Files, the show is famous for the conspiracy/UFO arch but really the best episodes are almost always stand alone stuff with no conspiracy no UFO and no connection to the “mystery”. When I think of good X-Files episodes I think of ones like Tooms and Attack of the Coporofages (however the heck that’s spelled) and Jose Chung.

Jose Chung's From Outer Space remains my personal favorite.
Old Charles Nelson Reilly won an Emmy for his performance.