Aliens aren't always reported as the grey, large-eyed, small-bodied beings as the one in the photo above. A wide variety of them have been reported by a wide swath of witnesses. I will discuss some of the more popularly described ones:
Reported to have hairy bodies, small, almost alien grey shaped, but sometimes wearing a strange helmet on their head. These have so far been reported in Latin America.
Small green humanoids
These unusual beings are reportedly exceptionally small, like under one foot tall. Their bodies appear to be diminutive versions of a human, but their heads are unusually large and oddly shaped.
The Sirians were said to be the first to visit our planet in ancient times, 4 to 5 billion years ago (how this is confirmed given there is no written language from back them of eye witnesses, I'm not sure). Reportedly, they along with other aliens, DNA manipulated our life on this planet.
Described as exceedingly tall, about 8 feet, with pale chalky skin and wrap around blue eyes. (I saw two of these as a child). They are said to have translucent platinum hair. Iran believes there is a base of them under their land -
These beings are described as blue and said to have landed in Florida in the 1950s, trying to convince our government not to work with the greys to no avail. They have wrap-around eyes and are sensitive to light. It is said they are friends with the Nordics. From Exopaedia: "They claim to be descendants of Noah who traveled to the Western Hemisphere a few centuries after the deluge and discovered ancient antediluvian cavern systems and technologies which had been abandoned in the subterranean recesses. They have been encountered mostly in deep cavern-systems beneath the general region of the Ozarks-Arkansas and surrounding regions (Evadamic)." Other sources tell of encounters with this same race in the Southern States of the USA." As ludicrous as this sounds, much of the concept of underground caverns and alien civilizations really do ring true for most researchers who are finding more and more correlations, especially in the Missouri/Arkansas/Ozark area.
For more info on the variety of aliens, I suggest Alien Anthropology site.