A lot of confusion has surrounded this type of alien.  They have frequently come up in the X-Files and are probably the most well know type of alien.  They are grey (surprise, surprise) and have big, weirdly shaped heads.  They look weak, have thin limbs and look like they haven't eaten (or whatever they do) in days.  They abduct people and implant a small device in the victim's neck.  This is a kind of chip that sets off an impulse to the victims brain.  If you have seen the video - file 11 (Patient X), you will know what I mean.  Scully had a chip implanted in her neck by the greys.

It's my opinion that the greys don't exist and it's just the government creating a smoke-screen to protect the fact that the government are the ones who are implanting the chips and doing the experiments.  I think my opinion is based mainly on Redux, where a grey is found in a block of ice, and government officials only want Mulder to see it, not to do tests on it, as we later find out it is a fake.