On the question of how do they travel...in a mere 100 years we have gone from horse and buggy to Hypersonic scram-jets (maybe with some help of course). When you are dealing with beings that may have had a considerably longer amount of time to develop (perhaps thousands or hundreds of thousands of years) it seems reasonable to assume that they have surmounted any of our limited conceptions of physics.
Arthur C Clarke said "Any technology of sufficient advancement will at first apppear to be magic." This is true. It doesn't make it magic...but it certainly will appear that way.
On the question of various shapes, it seems logical that many of these strange objects are indeed made here on Earth by mankind. The evidence points to it in many cases. Yet when dealing with objects, or craft from other dimensions or galaxies or who knows where, we have to throw out all of our conceptions of what is "normal" or what "should be". The phenomenon has shown us nothing besides that it will confound our preconceptions and expectations. There even may be some level of conscious interaction between the observer and the observed. Jaques Vallee documents this extensively.
Although these questions of well how could Aliens have come here if there is "such and such" limitation are natural, once you have addressed them it's more productive to begin listening to some of the people who have some insight into these questions. Its the only thing you are eventually left with
