My favorite episodes tend to be the more kooky ones.
Some of the notable ones that I liked, it's been a really long time since I've watched the series. The one where Mulder is on a WW2 passenger liner in WW2.
The one where they are at a mansion that is supposed to be haunted by two lovers who killed themselves on Christmas eve.
Also the one about the guy who built, and his life was like, a Rube Goldberg machine.
I know that there are plenty of others that I really liked but those are the ones that come immediately to mind.