Must sees: Pilot, Deep Throat, Squeeze, Ice, Beyond the Sea, E.B.E.. Darkness Falls, Tooms, The Erlenmeyer Flask.
Pilot and Deep Throat are key setup episodes for the mytharc and Erlenmeyer Flask setup for the next season. Beyond the Sea for Scully's personal arc, EBE for the introduction of the Lone Gunmen. Squeeze, Tooms, Ice and Darkness Falls as excellent standalones.
Maybe: Conduit, Fallen Angel, Eve, Gender Bender.
Of these, we only ended up watching Conduit, for background on Mulder's sister, and also for Mulder looking angsty and pretty. Fallen Angel is for the most part duplicated by EBE more interestingly.
Don't see: The Jersey Devil, Shadows, Ghost in the Machine, Space, Fire, Lazarus, Young at Heart, Miracle Man, Shapes, Born Again, Roland.
Some are terrible (Spaaaaace!) some are just mediocre.
Planning for season 2:
Must sees: Little Green Men, Duane Barry, Ascension, One Breath, Irresistible, Colony, End Game, Humbug, Anasazi
LGM is setup for the season, Colony, End Game, Anasazi, ah back in the days when the mytharc seemed to make sense. Duane Barry, Ascension, and One Breath for Scully-arc. Irresistable and Humbug as excellent standalones.
Maybes: The Host, Red Museum, Aubrey, Die Hand Die Verletzt, Död Kalm, F. Emasculata, Our Town.
I suspect I'm going to recommend The Host, both because it's very memorable, and because you get more of a sense of the Mulder and Scully working apart but together dynamic and thus setup for her disappearance. Die Hand Die Verletzt seems beloved by many (I've been crossreferencing with the Geos ratings to bolster my memory), but I remember it as underwhelming. Död Kalm I rather liked, and and if we want some leavening of the very mytharc heavy selections above I might throw it in.
Don't see: Blood, Sleepless, 3, Firewalker, Excelsius Dei, Fresh Bones, Fearful Symmetry, The Calusari, Soft Light.
Sleepless is the first appearance of Krychek, but it's not very good and he appears in the next two that we are watching, so I don't think it's necessary.
Season Three is where it is really going to get hard, if we keep going. I count 12 must-sees just on first pass, and that's leaving out significant Mulder, Scully, and Skinner-centric episodes.