Here's a video allegedly of a grey alien from half a century ago. I think if it's a fake, it's surprisingly well done, the movement of the head, the muscles and so on, would be very hard to do.
Nobody has given me any strong reasons to believe in aliens, but nobody has either given me strong reasons to believe that we are alone in the whole huge universe, it just seems ludicrous.
As to why we are not visited much... well, you know those really bad neighborhoods in really bad cities where nobody from outside comes, not even the police, because everybody has guns and are on drugs and suspects everybody? Well, think about that in a galactic context. If there are civilized worlds in the galaxy, who would select to come here?