Here's a stand-alone episode that has nothing to do with aliens or government conspiracies but succeeds mostly because of the scenes between Mulder and Scully. Sure, there was a pretty cool story behind it all, and there were a few big shocks, but for the most part, I found myself more excited by the chance to see Mulder and Scully have a heart-to-heart with one another and connect more. Here are two characters that seem to be completely different yet connect so easily.
The underlaying plot involves Mulder and Scully searching for a beast called "Big Blue" inside of a lake that has apparently been killing people. It's a pretty simple idea but it's increased by the way the writers were willing to go in different directions with it. We're never given any concrete proof to lend credence to this beast. People are dying, sure, but there's zero proof. In fact, while there was a clear-cut climatic scene near the end of the episode, the most intense and interesting part of the episode comes from a conversation between Mulder and Scully after they're stranded on a rock. They discuss cannibalism, the relation between Mulder and Ahab and we even get a callback to Scully's father and her nickname (Starbuck).
For me, this was just a well-written episode that ended in a satisfying enough way. I was pleasantly surprised by it.