This 'review' is more like a comment to Scorpions post. I agree with him, that season 2 isn't very good, but I didn't think season 1 was good either. However, once you get to season 3 and especially 4, the X-files series will more or less take over your life :) It's one of the best things made on TV and in my opinion in the same league as Twin Peaks. X-files score high on thrill and later on a lot on humor, and you simply can't help connect to Mulder and Scully, who are fantastic actors.
So, please, skip this series and go directly to 3 (as did I). You will miss a bit, but nothing you can't catch up later (on the internet for instance).
Oh yeah, and quickly before the new movie comes out :D