There is one thing you must consider:
"Nothing happens in contradiction with nature only in contradiction what we know of it"
Dana Scully, The X-Files (I'm not sure if it's the exact quote...)
There are still so many things that we don't know...
I'm a skeptic-believer myself, hard to explain...
Interesting fact - 2% of all alien encounters still remain unexplained!
As for alien abductions - case CLOSED - explained by Japanese scientists (rare sleeping disorder - you open your eyes during your sleep, you are aware of everything but you can't move because your brain is still not awake) and hypnotists!
Actually that sleeping disorder happened to me three times (I didn't think I was abducted, don't worry! ). But it's a terrifying feeling, eventually your brain wakes up, but those 20-30 seconds while it lasts, I swear to you, I was never that scared in my entire life... I had no idea what it was until I've heard scientists talking about it on National Geographic channel!