Hi, Christina! What are you and your friends hoping to get out of the exam? Are there any particular "beats" you want to be sure and hit? Without knowing specifically what you're going for, I'll try to give some pointers.
One, in case this wasn't obvious, hash out with your buddies beforehand what each of you wants and does not want to experience. Not saying there can't be room for small twists and surprises, but best to make sure you're all on the same page. Remember you have the right to stop the role play at any time, you don't have any obligation to continue if you feel uncomfortable (In the bad way, not the good way, ofc ;3) Since it sounds like you guys have been friends a while and have talked this through more than once, I bet that won't be an issue.
Two, what are you using for an exam surface? Years and years ago I had this ridiculously sturdy metal table which was delightfully cold against my exposed skin. I sadly loaned it to an acquaintance for a yard sale and never saw it again. If they only knew what sights that table had beheld... Anyway, if you don't have access to something like that, a bed or futon would work fine, so long as all involved parties have a place to stand or sit or lay as needed. Even the floor would do in a pinch. Consider using a pillow even if it's slightly immersion-breaking. If the scene continues longer than you'd imagined, your neck will thank you for it.
Three, props are entirely optional, but also entirely awesome. It sounds a bit cheesy but all you really need is a decent description of the scene, and a decent imagination. Both of these will improve with practice, too. 😃 Since you're going a non-sexual route I'm guessing straight up strapping you down to the exam table will be a no-go. (I could be wrong about this, if so, more power to ya!) Yet it's such a recurrent feature of alien abduction scenarios to be helpless and unable to move. To this end I propose one of the following, or some variation of your own.
- Having your friends put bracelets or wristbands on you, not actually attached to anything, but saying they're magnetized to the table or something to that effect. Be sure to really imagine that they're firmly in place. You'll be able to move the rest of your arm in a fruitless struggle, in case you like the idea of resisting. These are also useful for re-positioning you during various stages of the exam. If you don't want to use actual bracelets, you can always just pretend. Then they can be nice and snug, too.
- The aliens gas you/inject you/otherwise sedate you until you're too heavy and sleepy-feeling to move or fight back. Your friend could pantomime putting a mask over your nose and mouth, describe the hiss of gas, what it smells like, and of course its effects. Same for the injection, IV, or whatever else. If they give you some cues like, you start to feel more calm and still, your body begins to feel heavy and sluggish, it's a struggle to keep your eyes open, etc. that will point you in the right direction. Glancing over some hypnosis induction patter might not go amiss here for instilling that feeling of warm, comfortable relaxation. If you need/want a prop for this, you could use a plastic Solo cup to breathe into. The distorted sound of your breath might help with the immersion. For a needle a simple retractable ballpoint pen could do. You'll also have a bonus telltale marking as proof of your abduction experience. 😉 I'm sure you can think of other nifty props, and if you have something more professional/convincing then by all means use that. I am operating under the assumption of no gear designed specifically for this kind of scene.
- The aliens control your mind in some way. Sans props, your friends could describe the way you feel when you stare into the alien's immense black eyes, like you're falling down into a darkness that is sapping your strength and will to resist, or something to that effect. And then of course they tell you that you will remain still for the duration of their examination. This one can be fun if you want to argue with them, "No, no, please let me go!" but find yourself unable to break free of their command nevertheless. A prop for this one could simply be a headband, or even a small adhesive bandage applied near one or both temples. (Mind your hair!) These would be the control devices, implants, whatever. Depending on the tone you want for the scene your friends could describe either how good it feels to obey the aliens' commands, how easy and pleasant it is to do as your new masters say, OR how inside you're screaming and terrified, but no matter how much you will it otherwise, you find your body is responding to their wishes and not your own.
It may be that you envisioned yourself as a more willing participant in the goings-on and no restraint of any sort is required. That's great too! Whatever kind of feel you want, that is the right one for you.
Keep your eyes open for everyday items that could be incorporated into the scene. A tracing wheel for sewing can create an interesting sensation when rolled lightly along your skin, and an inexpensive tooth polisher can closely enough resemble a drill to evoke that thrill of fear. (It's the high-pitched mechanical whine that really does it.) Flashlights can be used for "body scans," and you can elaborate all manner of heat/cold/pain/pleasure sensations to go along with said scans. Watching the light slide slowly up your body could be a strangely apprehension-filled experience. A closed pen or even a chopstick can be used for gentle probing against your skin. Your group is of course free to narrate how invasive any of these procedures "actually" are. You can probably think of other additions from your own home. A spritz of cold or warm water from a spray bottle. A box fan or air conditioning turned on high to make the room uncomfortably cool. Old cords and cables (for the love of all that's holy please not plugged into any outlets!) taped or otherwise affixed to you. Finally, your ancient fax machine regains a sense of purpose and value, heheh.
I'll just make a small note about attire, which is to say that I adore agracier's suggestions (what kind of cruel alien monsters would present you with bubble wrap and then forbid you from popping it!? The fiends!), and would only add that if you don't want to go all out with something "alien," then boxers and a cami top, or something similar, would work just fine. Many abduction stories take place once the abductee has gone to bed, so this wouldn't be out of the question, and could add to your sense of realism. It would leave plenty of skin exposed for examination, without leaving any of the private bits uncovered.
I hope that some of these suggestions are of use to you. If you feel like sharing more specifics about what sort of scene you're trying to create, I'd be happy to brainstorm further. Otherwise, good luck in your scene(s) and please let us know how it goes!