There are several classified and declassified UFO reports from a lot of countries making strong claims for UFO or alien visitation. If we assume a sort of wormhole-based intergalactic superhighway or almost unfathomable advances in technology or even availability of materials we don't know about, maybe that kind of thing is possible. But the universe is immense, possibly much more than we currently know. Travel across such vast distances would require serious gravitational or structural curvature of dimensions, possibly extra dimensions, or at least some kind of membrane-like connection to other universes, as far as we know. So I'd say it's highly unlikely that we've been "visited" in that kind of way.
However, It's possible that Mars or even Titan (within our own solar system) at some point teemed with life. This picture is being used by permission of NASA as an example:
Apparently it came from Mars. Life? Dunno.
"In the vastness of the Cosmos there must be other civilizations far older and more advanced than ours." - Carl Sagan
"For all I know we may be visited by a different extraterrestrial civilization every second Tuesday, but there's no support for this appealing idea. The extraordinary claims are not supported by extraordinary evidence." - Carl Sagan
I agree with Sagan 100%. It makes no sense to suggest that there isn't highly developed life outside of our planet. The universe is just too big. All you need is heat, light, water (hydrogen and oxygen are abundany in the universe), carbon, time, and some basic ingredients to bring on the formation of amino acids, proteins, and eventually life. And that's just life as we know it. Organic chemistry must be incredibly common, given that star dust can only go so many ways. Surely other bases for life exist. Our planet isn't atypical, it's in a common type of solar system with common distances between the notable spacial bodies with avergae distances betwen them, made from common materials. When people suggest that they don't think there are other highly developed species outside of our planet, it suggest that they don't have a broad understanding of basic science. Even processes of evolution alone suggest how life could persist elsewhere.
However, the matter of why and how other intelligent forms of life would visit us arises. We can only speculate. The spaces are just so vast, and the material resources requires to make "the trip" as we understand it are difficult to understand. Nevermind the difficulties proposed by making something fast enough and accurate enough in its travels to go very far in intergalactic terms.