There are literally millions of bits and bytes of evidence that people will present to prove that we have been visited by other-worldly intelligence.  Just as it is impossible to conceive that we are the only sapient race on all the uncountable worlds, it is also impossible to ignore that we must have been visited by visitors that are "not from around here".  I've read Erich von Daniken tell of ancient visitations in the Book of Ezekiel, and other ancient artifacts, seen the movies, and pondered the idea. To do my share in supporting a huge commercial market, I will admit that visitors from somewhere else are possible.
 
The nearest star to our solar system is Centauri cluster, which is thought by some to be a triple star cluster, is only 4 light years away.  At the speed of light, it would only take 4 years to get there. We are only capable of traveling a few times the speed of sound, at our present technological level.  As if we are something to set comparisons by. We haven't had the capability of space flight for as long as it would take to even PLAN such an epic journey.  So we must accept that aliens are capable of feats we can only imagine. 

Perhaps they came across space in an alien ark, and it is parked somewhere beneath the oceans.  With the use of teleporters, they may be able to bring in tourists after setting up a secret base, hopefully not of the Predator variety.  Personally, I believe that a medium sized vessel could voyage between nearby stars, using hydroponically produced foodstuffs, or even sending out umanned supply depots ahead of the launch, and picking them up along the way.  This might be a burden on our human psyches, but in a hive society it could be considered perfectly natural.  But a trek across normal space would take thousands of years at anything much below the speed of light. And after the Centaurus Cluster, the list of nearby stars has some truly astronomical distances involved.  And Centaurus isn't a likely source.

Centaurus is comprised of a binary star (think of it as a double yoked egg, without the white), which not only spins around, but also enjoys a complicated orbit with yet a third star, a bit farther away.  Any planets in the system would, at the very least, be subjected to violent gravitational and electromagnetic storms.  What is far more likely is that planets are quickly pulled into the trio of stars, and never have much opportunity for growth and development. 

Perhaps they travel faster than the speed of light.  Just as an object can be sling-shotted around a planet or moon to pull from that objects gravitational field and gain speed, the same thing could possibly be done with a black hole.  It seems logical that two or more black holes could be used in series and something very close to lightspeed might be possible.  Far beyond what humans can do, but we aren't talking about humans.

And then there's the concept of a wormhole.  While it might be possible to move from spacetime to spacetime in such a way, humans would almost certainly be able to detect the energy consumption required to manipulate one.  Wormholes, while they seem interesting, are most likely not involved in visitors to our fair planet.

 M-Theory makes it possible to effect a vibration between strings that could  possibly act just like a wormhole.  Even better,  the energy differential cannot currently be  calculated, it could range  anywhere from a loss to a  gain. Imagine, going to another world, and you create power for your community just by doing so.  The problem is, M-Theory smells a lot like a snake oil.  I can almost perceive it as a reality, but it would be a reality where the works of Escher are mundane.  Anything at all could be possible if one could only learn to vibrate the strings of reality.  In a cosmology where anything is possible, M-theory gets a lot of talk, and  appears to me to be the transportation device of choice for our alien visitors.  Simply put, M-theory has the possibility of turning everything we know about the cosmos on ear, because it allows for anything to be possible.

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