This is going to get kind of controversial right off the bat, i guess, but i'm going to come right out and say that the phrase 'i don't believe in _______' is an assumption, and furthermore a bad, hurtful assumption in many cases.
The obvious example is the atheist's 'i don't believe in god', but 'i don't believe in dragons' and 'i don't believe in fairies' and 'i don't believe in aliens' all fall into the same category of assertion. The problem is that a statement of disbelief based on lack of evidence unpacks to a baseless assertion that the thing being disbelieved cannot exist. i.e.
I don't believe in aliens.
is essentially the same statement as
I believe that aliens do not exist.
Now, the sole article of evidence that can be offered for this statement is a personal lack of experience with extraterrestrials, so the whole logical statement is
I have never encountered an alien, therefore aliens do not exist.
Which is not so much a logical argument as an excellent demonstration of egocentric fallacy.
Now, to be completely fair, in the case of aliens most people actually mean
I believe that humanity has never encountered aliens.
which is based on the much less dodgy premise that such contact would probably have left behind some level of concrete evidence. Still, underlying that premise are a lot of assumptions about the nature of alien existence and the way in which they operate. Likewise, the atheist's argument against god is generally aimed at a specific god and often has significant logical weight behind it. Unfortunately, atheists almost never restrict their claims of disbelief to the god with which they have a bone to pick, or for that matter even to beings which are commonly defined as gods. Thus, the skeptical atheist's worldview rests on the notion that
I have never encountered the supernatural, therefore the supernatural does not exist.
which cannot by any stretch of the imagination be considered logical or rational.
That said, i must admit that i cannot actually fault this sort of disbelief purely on grounds of being an assumption. Logic is a neutral beast that yields results based on the assumptions that we feed it, and you've got to feed it something or you'll get nothing out. My actual purpose here is to examine (and question) the grounds under which assumptions like 'the supernatural does not exist' are made.
As we develop (and 'we' here refers to all thinking beings) we form a rough framework of how the universe operates. We then use this framework to judge all incoming information. We do this because it is generally the most useful way of dealing with what our senses tell us about the world, and indeed it allows us to rapidly generate useful assumptions like 'things fall when you drop them' and 'touching hot things is bad for you' and 'glue is delicious' (ok, maybe that was just me.) As we develop further, though, we start to encounter ideas that clash with our established image of the universe, and so we reject them out of hand. This process can be useful for making rough but often accurate guesses about truth of things without having to do a great deal of research, but it is also the basis for all forms of fundamentalism and a great deal of simple intolerance.
Generally, our system of rejecting things that clash with our private universes becomes a problem when it is applied to other people, particularly other people's beliefs about themselves, because it leads us to deny the identities of others on grounds of personal incredulity.
Take as an example the assertion
I am an alien.
There are a great number of immediate objections most people will have to an apparent human making this claim. Objections like
You have a human body.
You have never physically been to space.
You were born on earth.
And so on and so forth. These objections are, however, knee-jerk incredulity reactions and not actually the base of the skeptic's doubt. After all, it is entirely possible that a person could be, or appear to be, completely human and yet still be alien in nature or spirit (haven't you watched any sci-fi?) The skeptic's real problem is that they have applied the self-proclaimed alien's claim to their personal framework of reality, rejected it, and based on a set of assumptions logically decided that the 'alien' is either a. lying or b. crazy. If they settle on the first they will accuse the 'alien' of escapism, of wanting to be 'special.' If the second or a combination of the two they may offer undesired help with resolving the 'alien's obvious psychological problems.
Now, these frameworks are not logical constructions of any sort. They are simply useful mechanisms for processing incoming data, and in the case described above the process causes the skeptic to attack another person's identity for no personal gain due to a personal incredulity reaction. This is a bug, not a feature.
You can probably see where this applies to other unverifiable personal beliefs, like those in deities and spirits and the supernatural, as well.
As an alternative, i would suggest returning to the logical processes i discussed near the beginning of this entry. Rather than 'I don't believe in aliens', stick with the much more logical statement
I haven't met any aliens yet, but if I do I'll keep an open mind.
And guess what? Now you have.
Nice to meet you too.