Watching the sun rise from the top of Arthurs seat one day, saw some strange goings on at the top of a hill in the distance (this was in daylight rather than darkness); looked like an immense flag flapping in the wind, but kept disappearing then reappearing.
Did some further research and turns out it was Traprain Law, which has quite a reputation for UFO activity.
My mum once had an intense UFO experience in Mid Wales... woke up early in the morning, noticed some strange lights on the walls and ceiling, so went to the window... there she saw pulsing rings of orange light originating from a source unknown above and behind the house, then a searchlight beam scanning the fields, before a strange beam of oscillating bubbling light, moving in waves from ground level toward the origin.
She was too scared too wake my Dad or Brother, but when she told them in the morning, they started taking the piss... the mocking intensified when they turned a light on and it started pulsing; then tailed off when they turned another light on and the same thing happened.
Sometime later when I was working in Cardiff, I mentioned it to one of my colleagues who was from around the area my parents lived... He mentioned there was a secret research centre in the Hafren forest... the power of the internet suggests this was indeed the case:
Hafren Forest Research Facility
Make of it what you will