You really have to use your logic for this one. Many believe in them, and its possible they haven't been told the actual facts. Many also believe they've seen UFO's and all. First of all, you need to have an alien civilization smart enough to build inter-galactical space-ships and so on.
Maybe first of all, we should look at intelligence on our own planet before we start to look at alien actually paying us a visit. Take a fish for instance. Do you really think they know what's going on in the world, seriously? Or maybe a turtle, you take your pick. There's fifty million species on Earth, and not even one could build an inter-galactical space-ship. Now maybe you'll start to appreciate just how rare intelligence really is.
Apart from science-fiction fans, most serious scientists agree that by now there should be life out there, and our own planet suggests this. Life on our planet is over 4 billion years old. This means almost as soon as Earth was created, life started popping into existence. So life really isn't that rare.
Although you may be mistaken, you see when scientist says 'life' they mean nothing but unicellular life, or bacteria. But intelligence isn't really all that, if you just think about it: Try wrestling with a lion, or catching a rabbit using only your bare hands. If you strip away the intelligence factor, humans really are just a bunch of clumsy, vulnerable, and weak species.
So, more than likely, aliens are out there. But it's very un-likely they'll be smart enough to blow us all back to wandering space dust.
Okay, lets just say there really are aliens with intelligence, despite all odds. How would they reach us? First of all, They'd need to be able to travel around, how else are they to get here? Then of course they'll use 'worm-holes' or 'warp-drive'. Or will they? There is no physical evidence whatsoever to suggest that these will actually work. There just is no proof!
Even after this, the aliens still have to find us, and as you may know the universe is quite large and we are just a speck of dust, if that. Yes, we send out signals that only reach so far. Then again the alien would have to listen really close to hear our transmissions, then there's the problem of which frequency to use. If the aliens are even using frequencies!
So, to wrap things up, alien life-forms are more than likely out there, but Vulcans should be the last thing on your mind.
Authors Note: When I say there is no proof, I do not in fact mean that there isn't the possibility of alien life; I am only stating that there is no evidence to support this theory.