Watch this video. http://video.google.com/videoplay?docid=6308516608498324470#
It involves the probability of life existing on another planet in the universe. Using estimates, and doing the match, it comes out to a single planet capable of supporting intelligent life per every 2 galaxies. So, every other galaxy would have an intelligent race. However, probability doesn't work like that, one galaxy could have 40 intelligent races, and the next 1,000 galaxies none. That also assumes that other galaxies are like ours.
Do I believe in UFOs? Of course, its not always easy to identify a flying object, especially at night.
Do I believe in extra terrestrial life? I am very hesitant, but it is always possible.
Do I believe that life has every visited earth? Hell no.