Some of you might know that I'm a total geek. I did, after all, start up the Raw & Nerdy group on here. I've seen the original three Star Wars films more times than I've bathed. I've always had an enormous fascination with outer space. I can hum the Mork & Mindy theme song. I even own a telescope which cost me $3,000.
Having said all that, I find it highly unlikely that any UFOs have visited earth. Space is exactly that: space. There's tons of wide-open nothingness out there. For a UFO to have visited us would require a pretty amazing number of sequences.
Consider the possibility that there's other life in the universe, which is certainly very feasible given the vastness of the universe. In fact, it would be arrogant to assume we're the only form of life. But that's not enough. This life would also have to be intelligent, on the same level as us at the very least. And not only would they have to be intelligent, but they'd also have to exist around the same time as us. But even if that premise is true, how would they know where to find us? There are literally billions of galaxies within the known universe. Within each of these galaxies are billions of stars. Trying to find one particular grain of sand on a beach would be easier by comparison.
There is nothing to distinguish our planet from any other planet, with the exception of radio waves, which we've been transmitting since last century. Of course, any alien planet wouldn't pick up that signal for thousands, maybe even millions, of years. And any light that they see from our planet is also thousands to millions of years old, depending on where they are in the universe.
But, fine, let's even accept those conditions. Let's say that there is intelligent life out there that exists at the same time as we do. And they know exactly where we are (or perhaps they guessed?). How are they supposed to reach us? Einstein postulated that nothing can exceed the speed of light. Anything that did would reach infinite mass. So these aliens would need to have some engine that essentially breaks the laws of physics, or is capable of doing something truly astonishing like bending the very fabric of space. Or Einstein was just flat-out wrong.
But, again, let's accept that all of the above is true. We now live in a modern age in which nearly every cell phone has a camera or recording device. Why hasn't someone posted something definitive? Why hasn't there been that one shot of a craft? Not something grainy, blurry, or distant, but an actual clear shot. Something like this:

That's Colonial One from Battlestar Galactica hovering over the NYC skyline. And that was done through Photoshop, which is why we wouldn't even be able to trust pictures unless we had the same shot taken by multiple different sources from a variety of angles.
Additionally, we also have gigantic telescopes and listening devices trained towards the sky. The SETI group is devoted to finding extraterrestrial life. Look at the people who work at SETI. You can tell they're are all former nerds who have every episode of Doctor Who and Star Trek on dvd.

They'd piss all over themselves if they found signs of life out there. They'd shout it up and down and all around. It would be the biggest nerdgasm one could ever have.
And if these aliens traveled all this way, not communicate with us? Why don't UFOs fly over major cities Dallas or Los Angeles? Why hasn't one landed in Times Square?
Like I said, I'm a major sci-fi nerd and I'd think it would be friggin' awesome if all of that was true, that there were UFOs were out there, flying over our skies waiting to make first contact. But the rational, skeptical side of me says that it's pretty improbable that we've ever been visited. You'd have a better chance of hitting the lotto. Twice.