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.