People like to debate about whether UFOs are aliens.
What exactly is a UFO? An Unidentified Flying Object. A Flying Object that we can't identify. That doesn't mean it's an alien ship.
Think about it.
Alien technology that can cross the galaxies would be pretty advanced. Whether they use warp drive, wormholes, folded space or, as is more likely, some technology so advanced we can't yet concieve it, it's going to be very advanced!
As the aliens obviously don't want us to know they are here - they haven't announced themselves after all - they would fly around in crafts that are cloaked, camoflagued, or just plain invisible. We already have stealth aircraft here on Earth with our clunky technology that can't get us past the moon (if we ever really went there...).
You can bet the aliens won't be flying around during the day in ships we can see.
The same goes for these people who claim to be abducted and then put back.
Why would the aliens put them back? And if they were really doing this, why not just keep the abductees sedated, or use a drug or some other method (the "flashy thingy" from Men In Black springs to mind) to wipe the abductees memories?
We're not saying there aren't aliens and they aren't visiting. We're not ruling out the possibiliy completely. Open minds and all that. But UFO sightings and alien abductions seem highly unlikely. Real aliens would be far more discreet. The fact that some people "know" they are here is more indicative that they are not.
(P.S. we always thought Men In Black was closer to the truth than X Files.)