You said:

What do you think SETI is?

SETI is a very interesting (and primitive) attempt at listening to radio signals from outer space.
There are so many ways of modulating radio signals that we most likely will never decode any information from those received radio signals.
I doubt that we will get any kind of proof from such signals.
There have been several WOW signals that could very well be from extraterrestrials, though the scientific community does not believe that such is the case.
Such as the one from this site:

You said:

I simply have not seen anything I consider conclusive.

What type of information will you consider "conclusive"?

Saucer shaped airplanes can be made to fly, see here: http://www.ufo-science.com/uk/downloads/pdf/coanda_saucer.pdf

And here:

Is this a real saucer shaped craft?

I think that it is possible to make aircraft that have the characteristics of the so called UFO's.

Are you saying that we should not even attempt to make something like the UFO's, simply because no one has "conclusive" evidence that they already exist?