I don't know how many people know this, but I've been a die-hard X-Phile since... oh... eighth grade... roughly 1997, I suppose. And I'm sometimes, nay, *constantly* baffled by people who say "No, they're not in love, no, they don't feel that way, no, they're just plain friends."
Okay... my primary evidence (excluding Fight the Future, because that's *after* Duchovny sold his soul) is my personally favourite episode outside of Ascension: One Breath. In this episode, Scully is returned, (though no one knows where she's been) and for most of the episode she lies dying in the hospital. Believing that she cannot be saved, Mulder blames himself, sinks into himself... and basically tears himself apart emotionally because of his guilt over what he believes is his part in her death.
And when he realizes she can't be saved, you know what he does? He HUNTS DOWN THE BASTARD who caused her condition (or at the very least the man who seems to have ordered it, whatever it was and however it was done) and points a gun at his head. (The Bastard = CSM) He hunts him down with the full intention of SHOOTING HIM IN THE HEAD as revenge for killing his partner. He ends up sparing his life, but still... the point is that he did it.
Now... while I'm sure *some* partners would do this, most of them would *not* do it with the particular kind of emotional investment that Mulder did. And even if they don't consider it to be a romantic relationship, Mulder and Scully had, from a very early point, an *intensely* intimate friendship, if not more. Again: intensely. I don't personally think Duchovny is that great an actor, generally speaking - but he does Mulder well (it may be all he does well... o.O). And Mulder showed every evidence of having lost his *soul* when she disappeared - and every intention of *killing* CSM when he had the chance.
*Then*... when he is handed the opportunity of taking out the bastards who *personally* took her and caused her injuries/condition/whatever, he is also told that if he *does* take his revenge, he'll miss the chance to say goodbye to Scully... because her sister tells him that she's going to die soon. This is when Mulder realizes that his revenge, however noble he thinks it is, is in fact just a personal one - and he goes to the hospital instead. Melissa utters the line: "Even if it doesn't bring her back, at least she'll know... and so will you."
They are, no matter what you can say about other aspects of their relationship, utterly, UTTERLY devoted to one another. It's rather like they made a deeper connection first, and so they're working it backwards, and *that's* why they've been driving us all batty for so long... ;)
Mulder/Scully is definitely one of my favourite pairs in any fandom. They're just so... right. And even if it's not romantic, per se, it's *good*. It's *very* good. It's *great*.
"I had the strength of your beliefs." --Scully
*repeat of happysigh*
Duchovny is an unscrupulous bastard... but Mulder I get. I'm always gonna be an X-Phile. :)