I'm open to being shocked that aliens might be out there, but I doubt it. I'm not saying that life in some form doesn't exist on any other planet, but I highly doubt that they visited here.
To travel at light speed, based on all that we know about physics, and all that we know about technology, is impossible for anything with mass. Think of the distances involved and the amount of "earth time" it would take for any being to get anywhere in the cosmos.
For us to explore another solar system with planets that are habitable by life as we know it, a mission of many light-years would be required. Only, we can't travel at light speed, so we would have to create some multi-generational expedition with a craft that can go at maybe 10% of light speed -- we still can't do that -- and the original crew would have to create children, train them in engineering and medicine, somehow create food and water a few million miles away from earth, and then die off. And maybe the next generation would have to do the same thing, at which point the technology they're flying in is 100 years old, and maybe the earth has destroyed itself in a nuclear war.
You think there's an alien society out there that can do all of this?