If, by some weird chance, you have not found the link you want, these are all very good sites with tons of links. A word of caution before you become too clicker-happy - not all of their links are current. :(
X Files Monster Links Page (all xfiles )
The Big Ol' Page O' X-Files Links!
The X-Files : A good selection of links.
X-Files: The links are out there...
Erick's X-File WebSites & Links
Scully And Mulders X-Files Web Page
Thanks a bunch! :)