Here are the ones worth watching, if you're not as crazy as me and decide to spend half a year watching the whole thing. These aren't the only good ones-- there are a lot more-- but these are the crown jewels. You will note, however, that none of them really have anything to do with the main conspiracy plot, though several are informed by their context. To be honest, all the conspiracy episodes bled together in my brain, and it's hard for me to distinguish any specifics.
In chronological order:
Beyond the Sea (Season 1, Episode 13): In the early years, Scully was often used as a go-to damsel in distress, always needing to be rescued by Mulder and the power of his convictions. Here, she takes over, as she has her first real crisis of faith. Her father dies, Mulder needs her, and an apparent psychic on death row (Brad Dourif, being awesome) is the only one who can help. Gillian Anderson acts the hell out of this one.
Humbug (Season 2, Episode 20): Auteur screenwriter Darin Morgan's first full episode. Mulder and Scully investigate mysterious deaths in a circus sideshow community. Here, Mulder and Scully are the freaks of the week, and it's everyone else who looks at them funny.
War of the Coprophages (Season 3, Episode 12): Mulder investigates a town-wide infestation of roaches. He and Scully have an episode-long duel over explanations thereof. Extremely funny and clever. Darin Morgan again.
Pusher (Season 3, Episode 17): One of the earliest episodes written by Vince Gilligan (later to create Breaking Bad), this episode just happens to be a really, really well-crafted monster-of-the-week, played as straight as an arrow. This time, our monster's just some guy, who can talk anyone into doing anything.
Jose Chung's "From Outer Space" (Season 3, Episode 20): The seminal, and final, Darin Morgan episode. Considered to be one of the finest episodes of any television show. An author (Charles Nelson Reilly) investigates some weird stuff and crosses paths with our heroes. I... I don't even think I can encapsulate this one. Read what Todd VanDerWerff said instead. The truth is what we make of it. The truth is what we believe. Nothing sums the series up better than that.
Home (Season 4, Episode 2): The darkest episode of television I've ever seen. The nicest small town in the world's darkest secret-- the inbred family on the outskirts of town-- seeks an ugly vengeance. I can't believe this ever made it on network TV.
Paper Hearts (Season 4, Episode 10): Tom Noonan plays a serial killer of children who may be responsible for the disappearance of Mulder's sister. Things twist from there, but Noonan plays a better creep than anyone else alive, and sells the whole thing on his performance.
The Post-Modern Prometheus (Season 5, Episode 5): Chris Carter tells a bizarre story (in black and white) of a modern Frankenstein's monster obsessed with Cher. Yes. It's awesome. And weird.
Bad Blood (Season 5, Episode 12): The Rashomon episode! Every show has one. Mulder and Scully remember events surrounding vampiric attacks differently, and hilarity ensues.
Triangle (Season 6, Episode 3): Another off-kilter Chris Carter episode. Each "act" is done in one extended shot, Rope-style, as Mulder is lost in the Bermuda Triangle and finds himself in 1939-- but surrounded by folks who look just like the people in his modern life.
X-Cops (Season 7, Episode 12): The X-Files crosses over with COPS as the reality show happens upon an investigation by Mulder and Scully, who continue to chase a monster that no one describes in the same fashion. Brilliantly filmed, it's about all the wild fears one has in a bad neighborhood, and how panic acts as a virus.
Other Favorites/Honorable Mentions: Ice (The Thing, but with Mulder and Scully), Eve, The Host (Fluke Man!), One Breath, Clyde Bruckman's Final Repose (Darin Morgan, Peter Boyle, and the nature of life and death), Quagmire, Memento Mori, Drive (how Vince Gilligan met Bryan Cranston), Orison, Hollywood A.D. (Garry Shandling, as himself, as Mulder. Yes.).