I personally believe that extraterrestrials have visited and continue to visit this planet. I understand that this claim is pretty extraordinary, and extraordinary claims require extraordinary evidence. I think it is perfectly rational to conclude that we have not ever been visited.
I have read and seen videos of compelling testimony (scientists, professional pilots, military air traffic controllers, high-ranking members of the intelligence community), but until I see a flying saucer land on my roof, I have to accept it only as a probability.
If you're curious about that testimony, you can find it here:
It's part one of a two-hour video. You can find part two down in the bottom of the "More from user" section. Personally, I find it to be the most compelling material next to Dr. Friedman's lectures.