So, there is a lot of crazy stuff out there about alien abductions. I chalk this up with religious hysteria.
That does not mean there is no truth to it, but if there is any truth to it, I have yet to see anything that convinces me.
So, that said...
Why don't we have contact with aliens? I mean, given the age and size of the universe, why haven't we had any contact with alien intelligence?
This is known as the Fermi Paradox, by the way:
http://en.wikipedia.org/wiki/Fermi_paradox
My personal guess is the prime directive (from Star Trek). They are out there, and in some way aware of our existence, but don't want to intervene.