I've seen a UFO or three in my life, though most of them were ultimately identified, at least tentatively: high-altitude research balloons, Iridium flashes, and some really scary insects. They are back in the news because of a recently revealed Pentagon program to study them, funded, apparently, because of the interest of a powerful Senator from (naturally) Nevada.
I'm as interested in space aliens as the next skeptical but romantic scientist, but I'm kind of dubious of reports of aliens zooming around in our atmosphere. If aliens who could cross the space between the stars really wanted to unobtrusively study us, why wouldn't they just park a few million miles away and listen in on our TV and talk radio? If they needed a closer look, how about sending robotic cockroaches and butterflies?
Of course the reports of alien abductions and returns could just be the alien version of catch and release sport fishing.