I agree, I find it very interesting and entertaining, like Bigfoot stuff. I'm a huge Sasquatch guy, but only because it's both interesting and entertaining. I don't know if I BELIEVE in it at all, but it's fun.
The coolest thing I ever heard said about Aliens was by Neil Tyson, who said something to the effect that the difference between humans and chimps is .01% DNA. But that .01% gives us speech, science, space, research, moon landing, satellites, cars, nuclear bomb, and The Hadron Collider.
If a species was capable of interstellar travel, and they could visit us, they most likely wouldn't because we are still so primitive. To them, hanging out with us would be like my going outside and trying to communicate with a colony of ants.