I read an essay last night written by Isaac Asimov about UFOs. He really spelled out the case for them NOT being visitors from other planets.
First, in his conservative estimate on how many technologically advanced planets there are, those of our level or higher would be, on average, over 13,000 light years away from each other. At that distance, no other civilization would have any reason to look our direction - let alone make that kind of trip to see us.
They intercepted our broadcast signals, you say? Nope. Radio and TV signals travel the speed of light. Even in the unlikely chance that an advanced species is only 100 light years from us would mean that our signals haven't reached them yet. If and when they do, they're going to get crap like Hitler speeches and Father Coughlin crazy rants.
UFO means an object, you don't know what it is, and it appears to be moving in the air. That does not mean that it is a ship from another planet.
Before the invention of flying machines, people used to see demons and goblins all over the place. That did not mean that the gates of Hell were open and everybody run for the hills! It meant that the shiny eyes in the bushes were animals or hallucinations, not imps.