Some of the best episodes of The X-Files were one-off episodes. Clyde Bruckman's Final Repose and Jose Chung's From Outer Space both come to mind. In honesty, the recent episode of Fringe that dealt with the Watcher reminded me of those. A little more heavy-handed, but similar in feeling. (The writer responsible for like 75% of the really good episodes of The X-Files, Darin Morgan, is now a consulting producer on Fringe.)

On the other hand, since The X-Files had no idea where they were going with their major plotline, the single episodes generally stand out as being better anyway.