I always kind of liked the "Gods from Outer Space" mythology propagated by writers like Erich Von Daniken and Zecharia Sitchen: it's a perfect hybrid of science and religion, a wondrous answer to our deepest existential quandaries. It's not necessarily comforting, mind you, but it's relief to think that we're not alone and that we're here for a reason. Of course, if that reason is to serve as meat-slaves to Zeta Reticulans, then we've got an entirely new problem.
However, liking the mythology doesn't mean I necessarily believe it. I think it's possible that we've been visited by intelligent non-human entities from space (or time, or some other dimension), but for a scoffer like me, the old adage "seeing is believing" holds true. I've just not seen any compelling evidence. (I'd certainly like to, though.)
I'm not really in the debunking business (whatever gets you through the night, brother), but this video targeted at the Ancient Aliens television program is pretty compelling. Be warned, though: it's pretty long.