Drones, quadcopters, unmanned aerial vehicles, or whatever you want to call them have many uses commercially. From planting, fertilizing, inspecting, 3d maps, Real Estate photography, sports, construction, weddings, movie scenes, live feeds, are just a few. New uses are always being discovered and the technology will keep getting better everyday.
If you see one it's probably on a mission taking images or data nearby. Drones aren't good spy devices because they produce just enough noise and everything done is traced and tracked. Shooting at a drone will get you in serious trouble with the FAA. If you are concerned about one in your area you can call for help and let them investigate. All flights are traced and tracked so most drone operators wouldn't be irresponsible enough to cause a safety or privacy issue.