What frustrated me was that, near the end of season 5, the movie, and beginning of season 6, the series developed a really neat mythology with the black oil, the alien colonization, the Syndicate, and then the rebels.
I think it was an AV Club review that noted that the idea of an intergalactic showdown between two alien types, with humans caught in the middle would've been awesome! Instead, Carter and co. destroyed the Syndicate (not a bad move), but never followed through. The rebels just disappeared, the black oil never reappeared (save for "Vienan", which is my fav 8th season ep, just because it ties nicely in with the old mythology), and then the dumb super soldiers popped up.
Frankly, a lot of people complained that season 7 had too many stand-alones, and I can agree, but some of those were good. The mythology episodes, however, sucked. The show should've ended in season 7 and the last 4-6 episodes should've been a denouncement arc, showing how Mulder and Scully defeat the aliens.
And if they had really wanted to have a season 8, it should've been MoTW for the first half (like it was), then alien ass-kicking the second (like it wasn't). Instead, we got Fire/Evil people and a lizard.