This is my favorite topic, really. And I could write 500 books on the subject, but I don't have to, they are already out there.
There is a lot more to this than "are they here? were they here then?" The paranormal is really a wide range of genres, and current research is bringing into question how some of these situations seem to overlap. If you want to talk about aliens and if they are here, and you want to be using the most current reports, science, and general info, then you should research Men In Black, Alternative History, Sasquatch, and (of course), Roswell. Throw in a Shadow Person or an Old Hag, and you've got yourself quite a bit of reading to do.
My point is that I do not presume to know very much about the planet I live on. I have seen very strange things, in the sky, in my house. There are a lot of hoaxes that have been perpetrated over the years. Do I want to believe? Sure. Do I actually believe? I believe there are a lot of things that are unexplainable at this point in history, and it's the evolution of the research and the personal accounts that I find the most informative and interesting. So, yes, I believe something is going on that I can't explain yet. But I've been studying paranormal phenomena for 20 years.