Far more than the Duane Barry arc, "Colony" and the next episode "End Game," have great continuation from episode to episode, mysteries left unturned rather than explained already. And I'm hesitant to review each episode individually rather than piecemeal, but I'm kind of short on time, so I'll review this one for now.
The singular reason why Mulder joined the X-files and started his scorching quest into the paranormal and UFOs is his sister. In the opening monologue, Mulder explains his thoughts before a cut to Mulder in a hospital, near freezing, and Scully arriving. Right off the bat, we know he closed in on his life's ambition vis a vis something about his sister, and though he's is near death, there is nothing more he would like to achieve. This startling revelation sets the episode with a foreboding tone which is racketed up by the events that do transpire in the episode.
There are some pretty incredible things introduced in the episode and all are left unresolved, which makes for tons of anticipation for the second part. The shapeshifting green-goo alien played by Brian Thompson is going around killing various doctors who are identical. Scully finds several of the doctors and is found by the bounty hunter, posing as Mulder, at the end of the episode. Mulder's sister--or so she claims to be--is back and she claims to have been returned many years ago and only recently recovered her memories.
"Colony" strikes the right balance between plot, information, and mystery and is one of the strongest, if not the strongest, mythology episodes of the first two season.
Score: 9.3/10