1st season rocks, im watching them all right now, borrowing from a friend at work. She's a major x-files fan. She says season 3 is 'where it picks up' but loves season 1 and 2, and so do I. Awesome episodes in that. Season 1 and 2 rox.
I would definitely start from the first season and buy them all. What else would you expect from an X-Files fan? Season one had some of the best epsisodes, as did two, three, four, five... The movie is my favorite "episode" of them all. Season six through the end are a little hit or miss (some in more places than others), but I'd still get them all because number one, I'm a completist, and number two, because there are still some great episodes in those seasons as well.
I've been re-watching the entire show from the very beginning and still love it. Seasons 3, 4 and 5 are arguably the best, but the entire show is simply quality tv.
X-Files is #1 on my list of shows to buy on DVD when they drop in price. I guess some companies back when DVD sets first started intiated their own price points based on what they thought they were worth but now in hindsight it's just too damn much (for me at least).
It sucks because I want at least 5 of the seasons really bad. But I can't get season 1 because then I'll snap and want them all - luckily the show isn't on syndication now so I almost never remember how much the first few seasons kicked ass. A few weeks ago though I noticed my stack of X-Files VHS tapes... another over-priced product compared to other TV shows at the time being released on VHS. Having them also keeps me from thinking about the DVDs too much... spending all that $ on tapes of the shows I already had taped, and the rare eps I had missed from season 1-3 were NEVER sold.
Farscape and Star Trek: TNG are the other 2 shows that I can think of off the top of my head that I'd love to own on DVD but won't buy because they are just a wee bit too rich for my blood. X-Files sets are >$100 CDN at most stores, compared to $40-$60CDN for most recent TV show sets.
I would get all of them up to about 5. As of now, have 1 and 2, getting 3 for Father's Day (finally they dropped the ridiculous prices). The early stuff is best imo--before Mulder/Scully developed a kind of "going through the motions" relationship and they had a genuine (and sweet) awkwardness towards each other. The Duane Barry Arc is prolly my fave.
I was thinking about buying the Asian (bootleg or "legit?") versions off of ebay for about $150 (all seasons)
I bought Cowboy bebop that way and got all the eps for $30 instead of the ridiculous $20 bucks a disc you find them for in stores here. You just have to change the language track back to english everytime.
I have owned season 1 - 6. I want to buy 7 - 9 but it is too radiculously expansive. I just check Futureshop.ca, many of the set still cost $95+ each, that's well above $100 after tax... I am waiting for further price drop.