The Cigarette Smoking Man (CSM)
Is there any other villain to really talk about? The Cigarette Smoking Man aka Cancer Man aka CGB Spender. He's seen in the very first episode, when Scully is being offered her assignment with the X-Files. Standing in the background, lit cigarette in hand, he seems but another bureaucrat, there to simply oversee the meeting and make sure all is above board. There is no indication of the malice or vindictiveness within the man. This is a man who shot and then set his own son on fire.
A key player in the government conspiracy that Mulder sought to expose, CSM was a talented puppet master, pulling strings and manipulating people to serve his ends. He found himself going up against Mulder and Scully on multiple ocassions. At first, he was usually the victor, or at least got away without being caught. But some mistakes along with the tenacity of the X-Files team saw the tide turn against him. Eventually, the people he served, the shadowy "Syndicate" felt he had become more of a liability and try to have him eliminated. He's believed dead for a long time until returning in the show's final episode.
The show did dedicate one episode to the backstory of CSM. Musings of a Cigarette Smoking Man goes back to when he was a young government agent, already deep inside the conspiracy. It shows him, even then, as a master manipulator, going as far as to decide the winner of the Super Bowl. It also reveals that he is the lone assassin of John F. Kennedy, one of his first assignments. It also reveals that CSM is an aspiring writer, though he has received nothing by rejection and disappointment with the stories he's submitted to various publishers.