He left the show because he wanted to focus on furthering his film career. Apparently he wanted to leave after the end of the seventh season, but they convinced him to stay for season 8, though he ceased to be a regular.
To be honest, I think going ahead with a ninth season without Duchovny was a bad choice. The X-Files really lost it's magic from that point, in my opinion. Although I do agree Agents Doggett and Reyes were pretty cool - just not the same.
If you're into the sci-fi and mystery nature of the show, apparently Fringe is similar, though I've never watched it. Also there's always The Twilight Zone :)
But if you want a show with similar character dynamic and smart-ness, I think that the program Bones is a little like The X-Files in that way.
Hope this helps :)