When X-Files first aired I was in high school and totally loving it. It was the first 'conspiracy' type television shows that I'd seen and I got pretty caught up in the whole 'OH MY GOD! ALL THE LIES!' excitement. I was also totally in love with Scully, but more on that later.
As I got older, so did the show, and along with it the stupidity and one-notedness of Mulder's character. I just thought Duchovny was a bit of a dick, especially when placed next to the awesome performance of Gillan Anderson, but all that changed. I began watching the series again on DVD a few years ago and Mulder was entertainment plus. He won my heart all over again.
Mulder is like a predictable puppy dog or something; old reliable will always spout ridiculous theories about cases, even in the face of obvious scorn and ridicule, he will always bring up the fact that his sister was abducted, he will constantly link every single event to a government lie or to aliens or some kind of ancient mythical belief, and he is guaranteed to get angry at an authority figure on a pretty regular basis.
Mulder sleeps on his couch most of the time, amongst piles of dirty clothes, pornography, and half empty packets of sunflower seeds. He sees himself as God's gift to women and is always turning on the charm, even when it is unwanted.
My favourite thing about Mulder is his relationship with Scully, of course. Mulder cares about Scully and will scour the Earth to find her and try and save her, but I also love how selfish Mulder is at the same time. Sure, he cares about Scully a whole lot, but he will often call her in the middle of the night and say, "I need you to get on a flight to the middle of nowhere and do an autopsy". Other fun recurring selfish moments include Mulder telling Scully what to do and then taking off in a hurry. Scully asks, "Wait! Where are you going?" to which she gets zero reply. Mulder is all obsessed and gung-ho, so much so that he is consumed. Also, he's a bit of an asshole, which just makes him more fun to watch.