Aliens do, of course, exist, and probably have existed as close to us as Mars...but not in the humanoid form that people always assume they'll be in. Our physiology (being bipedal etc) is based on the Earth and the physical properties of it, and consequently other planets, which are likely to have properties different to ours (eg different gravity) will develop different kinds of alien species.
I think the idea that they'd bother to travel millions of lightyears to come and look at us, and then only let nutters know that they'd popped round, is ridiculous. Alien sightings are hard to disprove, but the sources are rarely very reliable, and a lot of what people see and film, in the atmosphere etc, can easily be explained.