In a scientific perspective, we really have no solid evidence that extraterresterial entities exist, but I think that it would be arrogant to presume they don't. The vast numbers of stars and galazies with even more planetary systems suggests to me that there must be other intelligent beings besides the human race.
Notwithstanding, however, I do not believe that extraterresterial beings have visited earth. The vast distances and technology required would make it unlikely. If evolution is true of other worlds, then the time needed since the Big Bang would make it less likely that such beings would have advanced technologically enough to travel through space very far. But, even if some races have developed the ability to travel across the vastness of space, the odds that they would arrive at earth is also very remote.
Finally, the evidence that seems to surface is always in the same kind of groups of those who like conspiracy theories. They never produce much more than fuzzy pictures, and oddball eyewitness accounts from some isolated dessert abduction. And these aliens always seem to love looking inside our asses with weird probes.
My belief is that an advance race able to travel here would be far along enough in their social structure and sciences to have better things to do than study human rectums. The benefits in making contact with us, I think, would far outweigh some nonsensical 'Prime Directive' of non-interferrence. And if they were so concerned with such a directive, they would stop probing our annal structures in dessert kidnappings. - Amazing