Aliens are out there, more likely than not. The Drake equation gives an idea of those odds. Of course, "alien life" may not just be narrowly defined as "intelligent alien life" and Jupiter's moon Europa may hold the answer of whether or not microbial alien life exists in our very solar system. If we find out it does, that would be very exciting (and would also make the movie "2010" rather prophetic...but I seriously doubt in the way portrayed by the movie at all with the energy discharges and such).
There's no evidence that intelligent extraterrestrials have visited Earth, but there are some tantalising videos on the internet that may or may not be real. The ones of particular interest are the ones that are no longer available, or have been replaced by obvious hoax videos.
Of course, there is the witness accounts from dozens of high-ranking military officials and military pilots from around the world, many of which testified at a global disclosure summit (I believe it was held in Canada in 2011, but I cannot locate the video footage or related articles online to substantiate that), among other reports given by a few commercial airline pilots and police officers over the years. These people may have seen "something", although I cannot say if what they saw were truly extraterrestrial vehicles or not, but they had nevertheless put themselves up for public scrutiny and some have even put their jobs on the line when the reports became public. The obvious question is whether these latter reports were publicity stunts or unintentionally leaked to the press.
It is worth mentioning that in 1952, several UFO's were reported flying in restricted air space over Washington, D.C. in a highly publicised string of sightings, which sent the U.S. government scrambling military fighters to intercept. Keep in mind that the U.S. was in sort of a "UFO hysteria" at that time, and these sort of reports could have helped the government put public opinion in their favor to bolster cold-war military funding.
With that in mind, intelligent extraterrestrial beings visiting our planet seems unlikely, simply for the fact that the nearest habitable planetary system is 13 light years away, jand we are just one planet with really nothing of interest, out in the middle of nowhere, among millions of others just in this sector of our galaxy (being conservative with that number). Our natural resources are sparse, our civilisation is volatile and dangerous and our technology is unimpressive. Nothing to see here...move along.