I, like most of you, believe that a demon could certainly disguise itself as an alien, if there were something for Satan to gain. I have a friend who claims to have been abducted, and I can vouch for him that he is an intelligent, sane human being. He also claims to have witnessed "shadow people," with sinister-looking eyes.
My friend is not a Christian and lives a very secular life. He appears to be deep in sin, and it's only by chance that he told me of these things. Looking at his life from my perspective, I am 100% certain that the "aliens" and "shadow people" are delusions fabricated by Satan. The reason I am so certain is because it's working (from Satan's point of view.)
The thing about my friend's situation, however, is that he has never been a Christian. He has never believed in Jesus Christ, the Holy Spirit, or God. (He does claim to be Shintoistic, but he lives like an athiest, and I think his Shintoism is just another delusion.)
That said, my point is this: those of us who are true Christians and who truly believe the Bible will be unaffected by ANYTHING Satan tries to throw our way, and there's countless examples of that in Scripture.
"What then shall we say to these things? If God is for us, who is against us?"
"And we know that God causes all things to work together for good to those who love God, to those who are called according to His purpose."
"Some boast in chariots and some in horses, But we will boast in the name of the LORD, our God. They have bowed down and fallen, But we have risen and stood upright."
I sometimes try to look at things from God's perspective. (I know I'm incapable of comprehending God's perspective, and I will never be equal to God, in any way. Just to clarify...) Obviously I never achieve my goal, but in my attempts I realize some things. God is our all powerful, all knowing creator. If we trust in Him and stop worrying about aliens, we might (notice, I said might) get further than we're getting now. We need to stop worrying about petty things and start listening to and obeying God.
What does it matter if Satan makes an army of "aliens" who swoop down and try to convince the world that they're angels (or whatever other stuff has been suggested here..) If we seek GOD rather than then world, He will reveal himself to us! Therefore, it will be no mystery to us as to whether or not the "aliens" are evil.
God is the way, the truth, and the life, and if we know the truth then we also know what's false. Don't lose sight of that.