I read this article in the India Daily entitled "Determining if a UFO is terrestrial or extra-terrestrial" which is mainly utter nonsense (so I don't recommend you bother reading it yourself, it's included here only to cite my source), but it does bring up a point I had not considered before.

It takes effort to place lights on the outside of a vehicle (like your car or an airplane), and is not something that happens "by mistake". If you see lights in the sky, then it's probably a terrestrial unidentified flying object, because terrestrial aircrafts place lights on them to make them visible. If an extra-terrestrial UFO wants to make its presence unknown to you, it will not start flashing bright lights. If they do want to make themselves known to you, they may flash lights, but they will very probably do more, such as try to establish communication, or even land and have something exit their craft to visit you.