Plus, if you use an OC, you don't have to worry so much about canon - if you don't know the tiny details of the storyline that involves the existing characters, you can pick another little corner of the world in which your fandom exists and start building from there. This, of course, works a lot better when you've got a sprawling galaxy to play with. It's a lot harder to create an X-Files story using only OCs because the usual focus of the show is on two characters. The easy way out of this problem is to include a throwaway line like "Bob met Mulder three years ago at a UFO convention and promised to help him carry out his work." And then you can continue the story of Bob's encounter with the moth men.