The correlations of ultra high energy cosmic rays (UHECR) arrival directions, detected in the experiments AGASA and SUGAR, with sky distribution of extragalactic objects of different classes (potential cosmic ray sources) are investigated. Contrary to previous investigations of various authors with the use of significant number of objects of different classes (about hundreds in a samples), we investigated the correlation with the brightest and nearest objects of each class, as the possibility to detect cosmic rays (CR) from them increases owing to a greater expected flow of CR and less energy losses during CR propagation. Using the Monte-Carlo method, we investigated correlation of UHECRs with first 3, 5, 10 and 20 objects among the nearest and brightest of Abell clusters, radio galaxies, ultra luminous infrared galaxies, BL Lacs, and also with 10 closest superclusters of galaxies. The correlation of AGASA CR with five brightest radio galaxies (owing to coincidence of the radio galaxy 3C123 with a CR doublet) and with ten brightest infrared galaxies (9 pairs of a galaxy — CR for six galaxies), with probability of a random realization of 0.004 and 0.0007, respectively, is found to be significant. From the calculated generation energy of CR in potential sources, the nature of particles (protons or nuclei of iron) is determined. For events of the detector SUGAR, an appreciable clusterisation and correlation with extragalactic objects under consideration are not revealed.