I do believe in aliens, as Sari said
The universe is so friggin' gigantic that there has to be at least one other planet with intelligent life.
But have they ever visited us?
No way.
The
closest star is Alpha Centauri, wich is 2
lightyears away from here.
"Oh but it only takes 2 years to travell then?"
Yes, if you can travel in the speed of light, a technology like that is possible, but not likely.
According to Einstein you can't travel faster than the speed of light, so getting to earth in less than 2 years time is in theory impossible
Also, 2 years is quite a long time.
I don't think they would travell for 2 years to get to our planet if they do not know if there is life here (we've not recived any radio-contact from alpha centauri and if there is life on alpha centauri they do not have radio-tech so they would not know that we are here)
Edit: Oh, there is of course a small possibility of so called "Wormholes", using those they could be able to travel to our solar-system, but scientists has not confirmed wormholes yet.
Also, keep in mind that they must know that we're here before making the trip, if they do not know that we're here then I don't think they would do the trip just for fun.