I would certainly like to come face to face with one. After initial atrial fibrillation, and I did not get eaten or mind effed, the chance to communicate, to trade thought, would be overwhelming.
I've conversed with people who were "taken". They all told me that the terror of the moment is very extreme. Later on they don't have any fear or animosity toward them. None are very fond of the Greys; but, those appear to be remotely controlled manipulators.