Don't forget my previous entries on the eighth and ninth seasons of the series, which you can read here and here, as well as the three-part series on the X-Files Mythology, which you can check out here.
I'd be remiss if I didn't remind fans there's also an in-depth series on the very deep, dark and very well-researched conspiracy and parapolitical themes explored in the X-Files' sister series, Millennium: check out parts one, part two, part three and part four. Very heavy, very thought-provoking.
And lest we forget, the piece that started it all, "Nebet-Het Gish: An X-Files X-Egesis."
And the definitive analysis of the Lone Gunmen pilot: "Nine Eleven Ten Thirteen."
UPDATE: Matt Allair explains "Why We Believe."