That's kind of a tough question to answer. For some years now, the National Aviation Center for Reporting of Anomalous Phenomena (NARCAP) has been trying to gather this kind of data without attracting those for whom UFOlogy is almost a religion. They've written a few reports that you might want to look through (see Technical_Reports).
I've seen things a couple of times that have caused me and my crew to say, "What the heck was that?" However, none have involved giant hovering motherships or unexplained beams of light. What catches a pilot's eye tends to be something that seems out of place, possibly a conflict, or something that doesn't seem to move as you'd expect an aircraft in flight to behave. If a pilot reports something out of the ordinary to air traffic control, the controllers' handbook (Order JO 7110.65, paragraph 9-8-1) states:
"a. Persons wanting to report UFO/unexplained phenomena activity should contact a UFO/unexplained phenomena reporting data collection center, such as the National UFO Reporting Center, etc.
"b. If concern is expressed that life or property might be endangered, report the activity to the local law enforcement department."
Now, as a practical matter, if the report involves something controllers can see visually or on radar, they'll do their best to keep other aircraft separated from it. That's just a basic part of their job. However, pilots reporting anything unexplained that isn't independently corroborated by a radar contact or multiple witnesses tend to receive what in technical terms is referred to as "the hairy eyeball" from their colleagues. So, unless they're really concerned about the presence or proximity of whatever it is they see, they usually will keep it to themselves.