I like the idea of Methos being like Kaiser Soze. There's a lot of possibilities for the Watchers. For example, maybe the Watchers started on their own (it's a bit much to think that the Immortals could have hidden themselves so well that only an Immortal could have revealed them and started the Watchers), but Methos stumbled across them early on. Not suspecting the immense technological advances in communications to come, he encourages them and helps instruct them while making sure that his appearance isn't recorded. He thinks that they can gather information for him, and he can always hide in some other part of the world if they should turn violent. Of course, we now have the Internet and faster travel so that won't work so well any more.