Assuming that the possibility of finding extraterrestrial artifacts on other bodies in our solar system isn't a lunatic notion, what sort of things _should_ we be looking for?
Re. Cydonia: I found the URL below interesting, if for no other reason than it shows what part of Cydonia was rephotographed by the Mars Global Surveyor. The Fort and D&M object, as can be plainly seen, were _not_ imaged even remotely in their entirety. Note the shape of the "Main City Pyramid" and the linear cuts around its base. The bifurcated "terrace" (visible in the lower left) has also been the subject of some debate.
It is my personal theory (if Cydonia indeed has artificial structures) that the "pyramids" and "Face" are examples of modified terrain, which the hypothetical ETs constructed using pre-existing landforms. The faceted structure of the "Main City Pyramid" and "D&M Pyramid," for example, could be a modification used to maximize use of sunlight.
It doesn't particularly bother me that these formations look "rough." They're _old_ and radically weathered, and quite likely carved out of existing formations. Consider our plans for moon bases, which call for literally burying habitat modules under the regolith to shield from radiation.