Before the pedantic zebras jump on me; I know UFO stands for unidentified flying object and does not necessarily imply an alien spaceship. But to the majority of the English speaking world UFO = aliens.
Despite the dozens if not hundred of websites and related media claiming to have evidence of UFOs there is not a shred of reliable evidence that a technologically sophisticated alien race has ever visited Earth. But, an absence of evidence is not evidence of absence.
Instead of relying on the absence of evidence I will try to use logic to argue why it is extremely unlikely for there ever to have been or ever will be in the future a visitation by an alien intelligence. I shall address this as a list of conditions which must be met to have UFOs and address each condition.
Life. This is relatively likely given the vastness of space and the fact that planets are relatively common even planets conducive to life as we know it are relatively common, such that it is quite likely life exists elsewhere. However, we have no evidence of life beyond Earth at the moment so there is large uncertainty about this.
Intelligence. Intelligence is a sufficiently big step to warrant its own point. Although we now know intelligence isn't restricted to only humans, some birds, elephants, primates, and even octopuses have been shown to have advanced cognitive abilities. There has even been suggestions some dinosaurs may have been intelligent. But it is pretty well accepted that complex multi-cellular life is necessary for intelligence and it took 2.5 billion years for multi-cellularity to evolve on Earth. It is a fair assumption that the conditions necessary to provide energy in sufficient density to support intelligent life are much more stringent that the conditions necessary to support some bacteria. Even on Earth we find bacteria are able to thrive in extreme conditions no complex life can survive.
Technology. An often forgotten requirement, intelligence is not enough to get you to spaceships. As mentioned above several other species on Earth are known to be intelligent but none except humans have built technology. Technology requires more than just intelligence, it also requires dexterity.
Dolphins are highly intelligent and can learn socially so they may have 'culture', but they will never develop technology because they have very limited ability to manipulate other objects (basically just pick up and move around existing things with their mouth). Elephants are better off in that their trunk is highly dexterous but they only have one, so they are unable to hold an object still and modify it precisely at the same time. Again this will prevent them from developing technology regardless how smart they are. Birds are even better off, they can hold objects in one foot and modify them with their beaks, Caledonian crows have developed this ability in the wild and regularly fashion tools to help them get food from otherwise inaccessible locations. However, beaks are made of bone so don't have as much touch sensitivity as skin covered appendages (eg. arms/hands and legs/feet), and a bird's foot has to be strong and tough enough to grip trees and walk around most of the time which limits evolution's ability to improve it's dexterity. Birds also have the problem that their main mode of transport (flight) means they cannot carry as much with them as flight-less animals. Octopuses have amazing dexterity but are a-social which makes accumulating knowledge and passing it along to be built upon by the next generation nearly impossible. It's unclear right now if other primates have the ability to become technological and if they do why they haven't, perhaps the lack of speech makes communicating/teaching knowledge to the next generation too in-efficient to develop technology. Perhaps it is just luck.
Intelligence is not enough to ensure a technological civilization will eventually develop. So more conditions are added to the list before we can get to UFOs.
Space Explorers. Here I will point out that even once we have a technological civilization that is no guarantee they will explore space. Subterranean or aquatic civilizations may have very little interest or ability to explore space. Even surface dwellers may have such a thick atmosphere as to obscure the stars, again making it unlikely they will try to travel to them.
Long-term Survival. Humans developed atomic weapons and nearly obliterated ourselves before a human-being left Earth-orbit. There are still many dangers to the continued survival of humans as a technological civilization (if not as a species) many of which we have not addressed nor are likely to address any-time soon. Since we have used all the easily accessible minerals and fossil fuels, if our civilization takes a significant step backwards it is unlikely to ever recover because we will be unable to acquire the raw materials to build the technology needed to get the materials to rebuild even a toaster.
Using us as an example (what else have we got to base these sorts of guesses on?), it is unlikely civilizations with advanced technology (beyond harnessing EMR) survive more than a millennium (being generous since we've only lasted a couple hundred years) which in the life of the universe is less than a blink of an eye. So the chances of two technological civilizations co-existing for a sufficiently long time span to actually find each other (remember radio transmissions only travel at the speed of light and the next planet with the potential to give rise to technological life is likely to be hundreds of light-years away) are tiny. Nevermind actually visiting Earth.
