I love to play The X-Files. It's a great game to learn advanced ball control on. People trash the sound, and yes, if you suck at the game and can't break 3 million, the sound is dull, repetitive, and static sounding, but the longer you keep the ball in play, the better the sound gets. I find that I just want to keep the ball in play to enjoy the music. Yes, you have to add a 2nd speaker in the backbox as a minimum sound upgrade. Better yet, get a replacement subwoofer for the cabinet speaker too. The stock cabinet speaker can't handle the low frequency attract mode sequence without serious distortion even at default volume level and the stock Sega backbox speaker is a pitiful joke. Wire the replacement backbox speakers in series, not parallel, to be sure not to overload the amplifier which requires a load of at least 4 ohms. Be sure your cabinet speaker also puts a load of 4 ohms or more on the amp. I think it sounds great on 8 ohm loads and I know the amps will run cool, so that's what I use by using two 4 ohm backbox speakers wired in series and an 8" 8 ohm woofer. You don't need a lot of power if you've got plenty of efficiency. Be sure to check the efficiency rating of any speaker you purchase. You should try to buy very efficient woofers of 87db 1w/1m or higher. The backbox speakers are smaller so efficiency is not as important. An increase of 3db in efficiency is equivalent to doubling the power of your amp. Of course, so is halving the impedance, so you might want to target 4 ohms if you like it loud.
Added over 8 years ago: Strike the 8 ohm subwoofer statement. See later post. Go all out with a car amp and regulated power supply. The stock amplifier is only 14 watts. The X-flies machine will vibrate your whole house with 200W going into a powerful subwoofer. The truth IS out there... and the truth is MORE POWER IS GOOD