If you want to do this for the X-Files and follow the story arc while skipping all the 'Monster of the Week' stuff, you can do so with this episode guide:
The problem with that approach is that the MotW episodes include some of the X-Files' very best, and the Mythology became very weak and incoherent in the later seasons. I think you'd at least want to mix in some of the best MotW eps, and probably all the Lone Gunman ones as well.