It's hard to envision anyone but the incomparable Gillian Anderson in the role. Not only did she win an Emmy and two SAG awards for the nine season role, but it launched her career, as well (via ScreenRant). But believe it or not, Fox studios originally wanted to cast Baywatch star Pamela Anderson instead.
Nothing against Pamela Anderson, but it's hard (and frankly a bit painful) to imagine how the character of Scully would have been different if she had been written with Pamela Anderson's fame and specific appeals in mind. Thankfully, executive producer Chris Carter insisted on Gillian Anderson saying that her read of the part brought the most integrity to the role.
Gillian Anderson considers the Scully effect a great honor and said, "At the time that Scully showed up, we didn't see that type of female represented very much at all out in the world of television ... And so, to suddenly have an appealing, intelligent, strong-minded female who was appreciated by her pretty cool male coworker was an awesome thing to behold, and I think that a lot of young women said, 'That's me. I'm interested in that. I want to do that. I want to be that'" (via Simon Fraser University).