I am of the view that incompetence, random error and sheer complexity explain most of the mistakes and strange events in our world, and that we shouldn't readily jump to conspiracy theories. I'm pretty sure Neil Armstrong did walk on the moon, and still inclined to think that Lee Harvey Oswald acted alone, there is no Bigfoot and aliens have not recently visited humans on Earth.
This exercise is not merely to pile up arguments for what you believe, but also to consider how and where you might be wrong. I recently raised this question with a few friends: Which is the most underrated conspiracy theory? Even if you think conspiracy hypotheses are all likely to be false, which one is most plausible — at least relative to the probabilities assigned by the intellectual and media mainstream.
To approach such an investigation, you might ask how much you believe improbable testimonies from witnesses who give every indication of being normal people. If you find sane witnesses persuasive, you might think there is some chance of UFO accounts being true (perhaps with a conspiracy-based coverup). There have been a variety of sober accounts of UFO visitations, most notably the story of Betty and Barney Hill.