I have not seen the movie yet, but I have watched the two part fifth season episode that leads up to it. We already know a lot.
spoiler warning
In these two episodes, we find out that there really are aliens on earth (did you ever doubt it?), that they are here to colonize, that the conspiracy simultaneously placates the aliens and tries to find a way to fight them, keeps knowledge of the aliens from the public but allows rumors to flourish. We learn that the aliens' most potent weapon is a biological agent called the black oil, that the Russians found a cure, and that the conspiracy is now in possession of that cure. We learn that there are alien rebels who oppose the colonists, but who don't care how many humans die in the struggle. We learn a lot more in these two episodes, but even so neither seems plot heavy. Both are full of human drama and visual wonder. Will you ever forget the face of the boy infected with the black oil, or the scene on the bridge with the alien ship hovering overhead? Most of the information we get is delivered in a one minute expository lump somewhere in the middle. This is the conspiracy talking and is information we are obviously meant to believe. The movie contradicts it at its peril.

My only real complaint is that Carter is too fond of keeping secrets. Which alien did Mulder shoot in the back of the truck? Shooting the rebel wouldn't do any good. Only the ice pick can kill him. Would shooting kill the shape-shifter? I think it would. But how does Mulder choose sides? Both sides are inimical to humans. Mulder knows who he shot. We should know, too.

There is other important information that we have learned in previous episodes. The colonists are not the only aliens on Earth. The colonists look human, but have goo for blood and can only be killed by a short sharp stick in the back of the neck. Some of them, at least, reproduce by cloning. Not all of the clones are on the same side as the alien powers that be. The aliens have hired a shape-shifting bounty hunter from, I believe, Orion to eliminate dissidents and rebels. The bounty hunter is a different alien race from the colonists. There is a third group of aliens: short, child-like, with large eyes and pipe stem limbs. We don't know much about them, and know nothing about their relationship with the colonists. We do know that all the major governments of Earth have signed a treaty, agreeing to kill these aliens on sight. We also know that our government conducted experiments to form a hybrid between these aliens and humans -- ultimate purpose unknown. Every one of these aliens that we have seen so far, and also every alien/human hybrid, has been killed.
end spoiler warning

So, what is left for the movie to reveal? Lots. And I look forward to it with great antici... pation. But Chris Carter better play fair. If he pulls a David Lynch, I'm outta here.

Here is a list of the major conspiracy theory episodes of the X-Files:

Season 1 Season 2 Season 3 The X-Files Deep Throat Beyond the Sea E. B. E. The Erlenmeyer Flask Little Green Men Duane Barry Ascension One Breath Colony Endgame Anasazi The Blessing Way Paperclip Nisei 731 Piper Moru Apocrapha Talitha Cumi Season 4 Season 5   Herrenvolk Musings of a Cigarette Smoking Man Tunguska Terma Memento Mori Tempus Fugit Max Elegy Gethsemane Redux 1 Redux 2 Unusual Suspects Patient X The Red and the Black The Pine Bluff Variant Folie a Deux The End

You can usually tell a few minutes into a story when you are in the hands of a first rate writer. It only took a few lines of dialog between Captain Cisco and Kasidy Yates to know that this episode was written by someone who knew how real lovers talk to each other -- all the little signals they send with tone of voice. Sure enough, when the credits appeared, the writer was Ronald D. Moore, one of the four or five best Star Trek writers. I'm not familiar with Pam Pietorforte. Unless I am mistaken, this is a first sale.

Captain Lisa Cusak has crashed on an alien planet, and the Defiant goes to her rescue. Meanwhile, back on DS9, Quark tries to put one over on Odo, in an acceptable back story. There is very little plot and a lot of characterization, but everything rings true and holds our interest.

The only drawback? This isn't really a television program at all. It's a radio drama. All of the story is told in words--the pictures are just decoration. In fact, as a fan of old time radio, I suspect this episode would work better if you turned the picture off. Try listening to this one in the dark.