My opinion on the existence of intelligent life elsewhere in the universe is that it exists, and that there are, and have been, millions or billions of intelligent species among the 300 sextillion stars in our tiny section of the universe called the observable universe.
We do have an example of an intelligent species in the universe and we are it. This is not an absurd example, it is a real example to learn from by using scientific investigation.
Either there are a great many intelligent species out there, or Earth is a magic planet, and I am not a believer in magic.
The term UFO needs a definition spelled out. I will make the assumption that Kween's question refers to this definition (among many others): UFO - a flying vehicle piloted by intelligent aliens from another star.
Yes, I believe it's possible that at least one reported sighting of something really was a UFO, but I doubt it. My reasoning is in two parts. We are extremely difficult to find just because of the extreme number of stars in this galaxy which has an estimated 100 to 400 billion stars in it. That is a lot of stars for some alien civilization to check for possible intelligent life.
We can take 300 billion stars as an example. Imagine an alien guy like Captain Kirk whose mission is to seek out new life and new civilizations. Let's further imagine that the average distance between stars is 20 light years. Let's make a completely crazy assumption that he can investigate one star every 24 hours by going to it. This last assumption requires that he somehow travels over 7,000 times the speed of light, and that is just to get there, leaving no time to look around. It would take him over 800 million years to check out every one of the 300 billion stars. Defining homo sapiens as intelligent and all of our genus homo ancestors as non-intelligent, we evolved from our predecessors 200,000 years ago. This alien Captain Kirk would have to stop and go back to check Earth (and many other planets) 4,000 times during his 800 million year assignment to effectively re-check for intelligent life. A difficult assignment, even for an immortal alien.
Yes, the aliens could be sending sub-light-speed probes all over the place for millions of years (again, the evolution delay) using an infinite number of asteroids and planets to mine for materials, expending their whole solar system, just looking for friends, but still, the amount of effort required to check everywhere for aliens, and find us is staggering.
My second part:
So, imagine some alien captain finds us here on Earth. Would he just hang out by Neptune, simpering in fear of us after all that effort (or some fraction thereof)? Would he just do a few ridiculous drive-bys and perhaps abduct a few people from remote areas, return them, and then slink home? Would he and his people come down, build us a couple of pyramids made out of rocks without even talking with us, and then leave? Not likely.
Instead, the captain (and his mile long spaceship full of thousands of his kind) would be well prepared to formally come to meet us and stay for a very long time to make sure their trip was not a waste of time and effort.
There might be 10,000 alien civilizations right now in this galaxy, with none of them ever meeting any of the others before becoming extinct, the galaxy is that big!
So I think no aliens have ever been to Earth, at least not while there was intelligent life living here.