According to the science fiction writer and physicist Gregory Benford, sending a manned expedition to a nearby star would take around 1000 times the total energy used annually by the US and such an expedition would use 100 million times more energy than establishing settlements on Mars.

Although we could postulate super-beings who have that much energy at their disposal, or who have developed less energy intensive methods of crossing interstellar distances that we have not discovered yet, it seems unlikely to me that they would undertake such journeys in order to take a look, or to anally probe random inhabitants of the Mid-West, or even to build Stonehenge or the Pyramids.

Other random things that fascinate me about UFO pilots/ passengers are:

(i) Why are they always humanoid? Is the humanoid shape universal or are there other alternative body plans (the body plan of Larry Niven's 'Pierson's Puppeteers' is the only alternative that I find convincing).

(ii) In a galaxy containing around 100 billion stars there are likely to be more than two (us and the UFO pilots) intelligent, technologically sophisticated species and all possible body plans (whatever they are) could be represented.

(iii) Radio waves travel at the speed of light and are, hence, not of much use to a star-faring race - hence they might use something completely different - thus current SETI projects may be a complete waste of time (unless they should happen across 'fossil' signals - like ancient TV soap operas or the like).