I didn't even see the second one. I barely remember what happened at the end of the series.
When I think of the X-Files, I think of those episode like The Lazarus Bowl, the giant mushroom, the cannibal working at the fast food restaurant, the cul de sac built on the giant trash pile, Post-Modern Prometheus (the black and white episode), Morris Fletcher...
Lemme ask you guys, what's a good movie that the X-Files movie YOU want to see to be modeled after? What would make an X-Files movie be worthy of being "a movie." Right off the bat, I gotta say you have to be able to watch it with NO knowledge of the show or mythology. Total stand-alone.