What is the one true conspiracy theory?

The pyramids weren't built by mankind. The stone blocks were too heavy. They weren't built by aliens, either. Why would aliens bother? Something strong must have done it. But also, something connected to the Earth. Something that actually exist on our planet. The pyramids were built by elephants. The most powerful land animal would have the easiest time, so by Bayes' rule, it's more likely to be elephants than anything else. Can elephants live in the desert? No. But how do we know Egypt was a desert when the pyramids were built? Were we there? I wasn't. You weren't. Hieroglyphs don't tell us anything. Even if Egypt were a lush jungle, no one would want to carve that many trees into the stone. And elephants are hard to draw; easier to make it look like humans did the deed. Imagine the mighty legs dragging sledges, the powerful trunks lifting stone blocks into place. Imagine human slaves laboring to finish the small details, whipped by elephant taskmasters. Doesn't it just make sense? (I'm not saying humans weren't involved, we know they were around, but of course the elephants would have been in charge.) Aliens. Feh.