I believe in all of them. I have mainly gnostic beliefs, so I don't believe that most of the bible is true. I believe in Jesus's teachings, but not as how they are percieved in today's religions. I do believe in God, but not as this all-fearful ruler of man. God didn't make the world this way, we did.
I believe in aliens, but not those funky, spindly, green things. I believe they have human-esque appearance, and since I can remember I've toyed with the idea that they and we are the same, and they they settled here.
I think it's hard for people to grasp the concept of this wonderful thing. That this life we live is a trial, a lesson. That when we die we go to this wonderful place full of knowledge and love and happiness. I think partly it's because we as humans have grown to search and worry more about our appearance, our jobs, what materials we have, as opposed to our spirituality, which is what centers us. And we all experience so much disappointment at any given time, that people can be afraid to believe that it does get better after you leave this place. They're afraid of being disappointed again.
But then again, everyone is different. God is only difficult to believe in because we are so used to this "realism."