What makes the show so great is the wonderful chemistry between the two leads. Throughout the 90s, when the show was airing, you couldn't help but have Duchovny and Anderson's likenesses shoved down your throats on magazine covers, tv ads, and trailers around the time of the first movie, among other things - but I always got the impression that Mulder and Scully were more or less cyphers - just archetypal characters designed to appeal to a mass demographic without any real personality.
Needless to say, I've been very pleasantly surprised with actually watching the show at just what great characters they are. A lot of the episodes (the "Monster of the Week" features that take up about 2/3 of the show) are essentially twilight zone-y standalone plots, and many of them simply wouldn't work if not for the saving grace of these two people who quickly become like old friends who you can return to every week (or twice a day in my case) and have some grand, icky new adventure.
Also, how badass is Skinner? I mean, seriously, the guy's probably second only to Jean-Luc Picard in the "Bald and Badass" category.