I'm going to comment on the issue of the Pyramids from one specific viewpoint; nevertheless it is an viewpoint that quite a few people here share.
Some believe that the Bible is an account of human's early history and contact with extraterrestrials. Let us assume for this point that:
a) Aliens were the so-called divine entities mentioned in the Bible
b) Aliens instructed specific human beings to record the events for generations to come
The Bible's stories span a wide era of time, with the traditional Christian agreement being that Moses was given the full text of the Bible by God on Mount Sinai. Archaeological evidence suggests that the first signs of Israelites appearing in Egypt were around 1800 BC around the ancient city of Rameses in a settlement called Tell el-Daba. This would place the Exodus of Israelites from Egypt (with Moses leading them) around 1400-1350 BC. Evidence suggests that the majority of notable pyramids were built between 2700-2200 BC. This would imply that the Pyramids were in existence at the time that God gave Moses the entire account of the Old Testament. Yet the Bible mentions nothing of the Pyramids. It would seem to me that if an alien race went to the trouble to build such a world wonder (it would have been perhaps the biggest project in the world at that time) that it would be mentioned at least ONCE in the Bible.
Also, we have to look at what was used. Stone? Really? An extraterrestrial race is going to travel an unimaginable distance, using technology we still to this day can't understand, descending from the stars in all their glory to "divinely" inspire us and then only provide stone for us to construct some pyramid? Ludicrous. If I was going to subjugate someone to my will, I'd do it with some style. Most likely these beings would have been able to construct building materials quite easily and with better materials. Even if they made us construct them on our own, it wouldn't make any sense to use such a non-aesthetically pleasing material. I think we just need to accept that there were civilizations who possessed talents in specific areas that could have rivaled or beaten our current-day knowledge of the particular subject. I mean, we're all here mainly because we believe that the Mayans were advanced enough in astronomy to calculate a significant date and base a calendar on it; why can't we believe that the Egyptians had an equally-developed skill in the field of architecture?
We built em, not aliens.