Ever seen one?
I don't really believe in them at all. People's stories that I've heard all seem to relate too easily to stereotypes and films/books/fairytales. If there is a supernatural or alien presence on Earth then surely it would be something that is radically different from anthing dreamt up originally as fiction.
for example, my ex swears blind that her and her Dad saw a flying saucer hover for 10 seconds right above their car when she was a kid, before zooming off in a flash. She can't remember it clearly at all but apparently her Dad can. Sounds like bollocks to me.
Got any stories/experiences?