While you are in town, make sure and visit the Roswell UFO museum. Unfortunately, there are no specific UFO hotels, or UFO restaurants in town, but most places have a touch of the UFO theme. The McDonalds is designed to look like a spaceship on the outside, but inside it is just another McDonald's. The KFC at 2423 North Main St. has a large, green wood-carved alien outside its front door. You can see a few scattered alien heads streetlights hanging on Main St. and, although it has been described as a novelty store, the Area 51 Museum, Alien Zone, can make a great souvenir stop.
I know it is not an alien, but you might want to consider the Tree of Knowledge on Roswell Public Library Grounds, I hear it is worth taking a look.