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Recently a police helicopter in the UK, and Millitary Helicopters in South America have both seen UFO's in thermal cameras. My assumption is that any cloaking has to still comply with the laws of thermodynamics.
You want to catch a UFO, you setup a thermal camera pointed to the sky at place of recent UFO activity and stream it for everyone to see 24/7 or as near to as possible.
Most likely nothing will happen, but if it does you will have a pretty decent chance at good footage.
The problem is I did the research, I wanted to do this.. these thermal cameras with the range you need run upwards of $40,000 dollars. I cannot fund that on my own.