Air Force pilots flying top-secret military craft are disappearing, one comes reappears, however his wife is convinced that it isn't her husband. Mulder meets an elusive man they call Deep Throat who begins to feed Mulder warnings and information.
Really good tension overall. Even better that Mulder & Scully find themselves completely in over their heads, and eventually, unable to resolve the situation.
The one big niggle is that in the pilot they apparently witnesses a UFO (or, more technically, a bright light - as Scully points out). And in this episode there's a clear Close Encounter of the First Kind - witnessing apparent UFO activity. I know things are going to become quite subtle later, so I'm left wondering how that's going to compare to this early hard hitters.
(I only watched the X-Files sporadically when originally on TV, and never really became a fan).
The kids are enjoying it, though the eldest is frustrated - she wants Mulder & Scully to start helping people, hunting things - Sam and Dean style. We had to point out that X-Files isn't Supernatural for younger viewers, and that it's more about facing down a government conspiracy, than human-centred stories. Certainly so far.
Anyway, considering the show was originally aired in 1993, it's holding up really well IMO.