Steve,
I have done a lot of serious reading about extraterrestrials, and I have come to several conclusions:
1. Some of them have been with humanity since our origin on this planet, have involved themselves in the development of civilization, and are present in many religious and folk legends.
2. Some of them are on the side of God, goodness and love, and some are not. The good ones and bad ones may be indistinguishable except by the vibes they send out and some of the things they do.
3. I would try to stay away from the Grays if I were you. I personally want nothing to do with them. Don't want to be a subject of their invasive probes and hybrid program. When I was younger I used to want to be abducted by aliens because I had too much curiosity, but now I know better.
4. Any alien being who shows fear at the name of Jesus Christ or who denies that Jesus was a real man who was crucified and rose from the dead -- have nothing to do with them! They are on the wrong side, not on the side of truth and goodness.
5. Some of the aliens may be the same thing as angels of the Bible. And some of them may be fallen angels.
6. The aliens are able to transcend the distinction between the material and spiritual worlds. In other words, they are both material and spiritual beings and do not recognize any meaningful difference between this life and the afterlife, and their technology incorporates aspects that we humans at our current level of development would consider "magical" or "supernatural."
I would recommend you read all the books by Whitley Strieber about his encounters with aliens, especially the first one,
Communion. I would also recommend
The Watchers by Raymond Fowler, which is about the case of Betty Andreasson Luca, and showcases the overlap between what we call "angels" and "aliens." As Boris said, the work of the late John Mack is worth reading. Another author to check out is Zecharia Sitchin, who discusses a theory that aliens were involved in the creation of the human race on planet earth through genetic manipulation of ape-men. I don't agree with all of Sitchin's ideas, though; he's a little bit out there on some points, but he's done a lot of interesting research which is worth considering.
Freebird
P.S. I am also a huge fan of the X-Files. One of the best sci-fi shows ever produced. I still like to watch the reruns.