There are two options. Aliens are not visiting earth, or Aliens are visiting earth, and we have no idea of their presence. UFOs are seen all the time. UFO implies that the viewer is ignorant of what the object is, thus it would be rather presumptuous to say the unidentified object is "alien" in nature.
The chances that an alien civilization exists in our galaxy at this time is almost negligible.Think about it this way, they would have to evolve within 1 million years of us, and thats just to exist. For either of us to know about each other, we would have to have evolved in less than 10,000 years of each other. This is an extremely small window of opportunity. (imagine if they tried to send signals to us 10,000 years ago, we would have never received them, and the same goes vice-verse.)
In order to travel here, they would have to be millions of years more advanced than us. So much so, that we are comparable to a colony of ants to them. Our technology and society is that of insects. They wouldn't bother trying to contact us, or live amongst us. They would gain nothing of significant from studying us up close. At best, we would be a food source, or since they would probably have to consume the energy of an entire star to travel here with their faster-than-light/time travel/and or dimensional warping technology, they might just come, take our sun and leave without even looking at that third rock in its orbit.
So, in conclusion any given incident, I would say (for example) is more like 90% chance its a weather balloon, 8% chance of a hoax, 1.99999999999999999999999999999999999999% chance that its something natural (lightning, meteor, or the ilk) and about a 0.000000000000000000000000000000000000001% chance that its alien in nature. Given the odds, where would you put your money?