Its a shame really that The Lone Gunmen never got that big of an audience. But this episode was really good. I liked a number of things about it. I was however really disapointed by the ending...'To be continued'. Why does Fox make shows like this in the first place if they are justing going to cancel them before they get a proper ending? I don't know. In this last episode i feel that the show is at its best it seems that everyone is now used to the roles are are acting well, also the stories generally have been getting stronger too. I know that the Lone Gunmen isn't perfect but it deserved more of a chance than it got. I loved this show and am glad that we get an ending to the Gunmen story in the X Files season 9 episodes 'Jump the Shark'.
With such an ambitious-sounding title, it's a shame that nothing new is revealed about Yves before the series leaves for its (largely undeserved) dirt nap. Of course, the writers didn't plan for this episode to be the last one of the series and so we get a whole lot of set-up without any payoff. No surprise, then, that storywise this episode is a dud, although it continues to shine in the direction and production design departments.
Mulder makes an uncredited appearance for no apparent reason. He has a five-minute scene with Jimmy (which is drily hilarious), presumably filmed in between his five-minute appearances in The X-Files.
I love the blueface scenes. There is something eerily Kabuki like about the Gunmen in their blueface makeup. Frohike especially looks like some kind of crazed Oompa Loompa from the Violet Beauregarde scene in Willy Wonka.
As for the putative finale ("Jump The Shark") aired during the X-Files' final season, I don't think it was necessary and it certainly doesn't mesh very well with this episode from either a storyline or stylistic point of view. Better, I think, to simply leave the series as it was, with a hopeful (yet ultimately doomed) "To Be Continued" burning across so many blackened television screens....