Heck, millenium was better than fringe.
I love all three shows, but I would put them in this order:
All three shows were extremely well written and did a great job of casting.
To me, there aren't many performances by an actor in television history better than Lance Henriksen as Frank Black. It's a shame they cancelled it after season two and then changed their mind which gave the viewers a subpar (although still good) season 3 in relation to the other two.
The cast of Fringe is great and probably the best overall cast of the three. John Noble as Walter Bishop is such a unique character and they did so much with him.
X-files was very good and Scully and Mulder were quite the duo, but I never felt the bond with those two characters that I did with the other two shows.