The show started off well -- people going crazy and doing horrible things, but not because of aliens or liver fluke men or ghosts or demons or shadowy conspiracies. Then the show went whole hog into "the devil's loose on earth" mode, and of course the Millennium Group turned out to be made of shadowy conspiracy.
That said, see if you can somehow view the episode "Somehow, Satan Got Behind Me": four demons sitting in a donut shop, discussing their attempts to corrupt mortal souls. Besides being highly entertaining, the episode rips on "X-Files", "Ally McBeal", and Fox in general.