I have been fascinated with this for a long time. Stephen Hawking said that statistically it is a certainty there is more intelligent life out there, and i would tend to agree.
As far as visting us, I believe there is a high possibility they have. One of the reasons mabe they havent established contact properly is because we are so violent.
Imagine if you came across a deserted island in the Pacific somewhe, and you see from a safe distance on some hill that there are people living in a village on there, but after observing them for a while you see that they kill women and children for no good reason, rape kids, dismember and eat each other, fight and murder all the tme like its nothing unusual. Would you run down there and introduce yourself?
Its quite possible that the concept of doing all the terrible shit we do as a human race is completely unheard of from where they are from, and they have simply decided to keep away from us after finding our planet and watching us for a while. And all the UFO activity we come across could just be a few ETs that are curious and decided not to follow rules.
No idea, but thats always been one of the possible explanations to me that if true would make sense.