Season three is probably my favourite season closely followed by season four. I've always thought in terms of the amount of quality episodes this season is the best.
Clyde Bruckman's Final Repose. Love it! love it! Darin Morgin is a genius. I love his other two episodes as well War of the Coprophages and Jose Chung's From Outer Space.
BRUCKMAN: Look, it's just up ahead. You know, there are worse ways to go, but I can't think of a more undignified way than autoerotic asphyxiation.
(Mulder leans forward.)
MULDER: Why are you telling me that?
My other favourites would have to be Pusher and Paper Clip (along with Anazasi and The Blessing Way) which has to be the best Mythology of the series.