You should read John Mack's book "Abduction". It gives a perspective on the abduction phenomena far different from what you see on the X-Files and in other media. Mack believes the "aliens" are not extraterrestrials but rather supernatural beings and that the phenomena may or may not be physically "real" but that the distinction is insignificant.
Mack (a nobel-prize winning Harvard psychiatrist) bases his hypothesis not on personal first-hand experience but on interviews and hypnotic sessions with numerous "experiencers" as he calls them. He reveals that while the abduction experiences are often highly traumatic (especially initially) they also lead to personal and spiritual growth. The book is one of the best I've ever read about spirituality and metaphysics, I highly recommend it. The follow-up "Passport to the Cosmos" is also very good. Unfortunately Mack passed away recently.
