You have to realize that the Milky Way galaxy is pretty remote in comparison to the rest of the known universe. Traveling to Earth by any other species would be quite a road-trip, and for what? WTF would another intelligent species want to discuss with us? "Hey, we know you guys can't agree with each other within your own countries much less the planet, but we travelled at infinite expense to just come say hi..." Uh huh.

The only reason another species would come here is for resource plundering and there are plenty of other planets they can go to for that without the long road trip. Hell, there's at least one other planet and another entire moon made of water within out own solar system. I doubt there is anything so rare on our planet that they would have to out this far to find and mine it.

Then there's the "intel gathering" theory. Once again, this would be a huge energy cost to simply check us out. A basic parameter on the edge of our galaxy would be a more cost effect method.

How about the "study" theory. Ya, maybe, but for a species that has the ability to travel light years of space, this would be like staring at an ant farm. Just don't see it.

So, long explanation short, no UFO's. Not intentionally at least. The only way I can see this happening is an accidental crash.