Too many strange theories exist for this poll to really be effective. You shouldn't have thrown in the "other" option.
But out of those, I would actually say that aliens visiting the earth is most plausible, followed by transdimensional beings. According to some, they could be one in the same. I say this because they toe the line between being scientifically verifiable and being untraceable.
"Ghosts" (or at least, how they're typically depicted) don't make any sense to me. If our energy lives on in this world in a similar form from when we died, then why would we take our clothes with us? Why would we be immortalized specifically as how we were when we died, instead of changing? More importantly, if they carried out the same behavior as they did before they died, then why don't they haunt all the places they routined in life? Seriously - my local Wal Mart should be infested with ghost shoppers. And ultimately, more people have died than are alive, so why would "ghosts" be as rare as they are? "Sightings" almost always happen in places with low visibility and where the senses are dull - areas that play the most tricks on your mind. I doubt that's a coincidence.