quantum mechanics - Do photons truly exist in a physical sense or are they just a useful concept like $i = sqrt{-1}$?

Reading about photons I hear different explanations like "elementary particle", "probability cloud", "energy quanta" and so forth. Since probably no one has ever seen a photon (if "seen" it supposedly - and rather conveniently - ceases to exist) but many experiments seem to verify its properties (or are they maybe adjusted to fit the experiment). I thus can't help wondering if the "photon" is then just a physical/mathematical tool with inexplicable properties (like zero mass - but affected by gravity fields - and constant speed c in space) invented to explain some otherwise unexplainable phenomem and to supplement the elementary particles and their interactions. In short: Are they real or imaginary! Does anybody know? Or maybe the answer is "blowing in the wind" because to most physicist it probably just does'nt matter as long as it works (as the alternative healers say). Sorry if I seem a little sarcastic here and there.