Other Foreign AliensSome aliens choose to go about riding on the backs of other aliens. When we see this, we often look down upon these aliens as a lesser species; we do not see them as that big of a threat. This may be because watching an alien ride on the back of another creature reminds us of the times when horseback used to be the norm for transportation. We then associate those aliens with a simple, non advanced time in our history which is why we don't see them as that big of a threat regardless of what they may be capable of.
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Their Own ExtremitiesAliens often choose to move around by foot. These aliens are also often seen as inferior to the human race unless they look otherwise. For example the ewoks in Star Wars moved around on foot and lived in tree houses. This impacted how we thought of them because it caused us to look down upon them. On the other end of the spectrum, transformers moved around by foot, too. However they could transform into cars and they looked advanced which led to humans feeling inferior.
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Personal Spaceships/Cruisers
Many aliens that are considered more "advanced" species than the human race tend to have their own personal transportation. Their vehicles typically hover around, since something with wheels would resemble a car too much and not be THAT advanced. When aliens have their own high tech vehicles, we tend to feel inadequate which pushes us to make rash decisions, such as attacking the aliens before they can do anything.
Motherships
There are multiple examples where aliens have a central mothership which hovers over the earth and eventually descends until it is visible. These ships almost always intimidate the human race, mainly because of the ships shear size and the mystery that allows these monstrous ships to hover around.