Depends what you're after. Looking past the obvious setting differences which could matter... Xena's better if you want an overarching storyline, X-Files is probably better if you want something more episodic. I mean X-Files has an overarching storyline too but it's not as strong or necessary to keep up with.
Xena also has a stronger cast than the X-Files if you're a character person, and I would say has a more interesting story if you put the time in.
However Xena's also a bit cheesy at times. And has some really off the wall plot developments that could hurt the experience if you're not patient with things like that. Like if you're the type to pick apart TV shows/whatever for flaws X-Files is the better series for sure, as it has much less flaws than Xena.
So yeah. I personally enjoyed Xena more but keep those things in mind.
(Hercules beats both!)
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No problem!
This is a cute and pop genocide of love!