I had to give both to The X-Files. As great a character as Walter is, he was one amazing character surrounded by good ones. While the X-Files had a lot of great characters, including Mulder and Scully, CSM, Kryceck, Skinner and the Lone Gunmen.
Now, I'll be honest and admit that I've only seen a couple episode beyond Season 5 of X-Files at this point, but I'm working my way through the whole show right now.
While the overall arc for TXF might not have always come together as a well as Fringe's, I'd say that the majority of TXF's individual episodes were better than Fringe's.