While people overall say the show declines after S5, I'd say both S6 and S8 are among my favorite seasons.
S6 has wonderful episodes like Triangle (Mulder on a ship stuck in the 40s with Nazi-Cigarette Smoking Man and all that entails), Monday (a bank heist keeps repeating itself over and over until the loop is closed), Arcadia (Mulder and Scully going undercover to infiltrate a small community), the wonderful Dreamland episodes (where Mulder changes bodies with a guy working at Area 51), The Unnatural (an alien infiltrating earth just to play baseball) and Drive (with an always great Bryan Cranston). There are some lowpoints like Agua Mala (Hurricane and something in the water) and Alpha (a ferocious dog that kills people), but overall I think it's a really good season with some of the best MotW-episodes and some very solid mytharc-episodes.
S8 introduced Doggett, and I know people didn't like Mulder leaving, but in S8's defense, Mulder still shows up for 12 out of 21 episodes, which is still more than half. To me, the introduction of Doggett was very well done. The first few mytharc-episodes of the season (Within/Without) were very good and really opened the season in a strong way. The mytharc in S8 was overall one of my favorite parts, with the mysterious super soldiers starting to appear. I think they were a great threat in S8, they just revealed too much, and/or took them down a different road in S9 which made S9 worse. If we look at the MotW-episodes, S8 has gems like Roadrunners (A weird cult out in the desert uses a kind of slug parasite to take over people), Redrum (a friend of Doggett is a convicted Murderer who experiences his last week in life progressing backwards as he tries to clear himself of a murder he did not commit), Via Negativa (a cult leader goes on a murderous rampage) and Badlaa (a mystic from India kills people in the most unpleasant way). Overall I think the mytharc is the highpoint of S8 though. Vienen is a wonderful episode that brings back the feeling of X-Files season 3/4 with the return of the black oil, and is one of the rare episodes where we get to see Mulder and Doggett work side by side. There are some lowpoints though, Salvage (where a guy turns into a robot basically) sticks out.
S7 and S9 are definitely much weaker. There are some gems in both of them, but they are much fewer, and overall they were harder to sit through. But for the sake of finishing this post strong, my favorites from each of them were:
S7: Hungry (An episode shown from the killer's point of view), Closure (Mulder finally gets closure on what happened with his sister), X-Cops (a shape-shifting enemy strikes terror in a neighborhood in an episode filmed like an episode of Cops), Requiem (a nice season-closer that has some classic mytharc-stuff and felt like a good resolution on the Mulder-era)
S9: John Doe (Doggett is in Mexico with no memory of who he is or how he got there), Audrey Pauley (Reyes goes into a coma and wakes up in a weird dream-world, while getting care at a hospital where something bad is going on), Scary Monsters (A young boy is terrorized by monsters at night), Release (Doggett finally gets some closure on what happened with his son), William (A mysterious character that we might now shows up). And while The Truth wasn't the best season ender that we all hoped it would be, I still enjoyed seeing a lot of faces again that we hadn't seen for a while.