As Jody Foster said in Contact, it'd be an awful waste of space if there was nothing else out there.
Having said that, I think intelligent life is rare. But scientists believe simple life forms are abudant, since they have a good idea simple life forms are/were present on mars. The general consensus is if there's water, there's life. Recently they discovered that simple life forms can live both in extremely hot and cold environments, both above and below boiling and freezing points.
However, beings like us would be incredibly rare. The fact that we exist relies upon many chance happenings. The fact that we have such a large moon causes the tides in the ocean. Life arose from the seas, but the tides are what forced sea-life to adapt to land. I can't think of many scenarios that would force life to leave the sea if there were no tides. Also, earth's tilt allows for the seasons, another accellerating factor of our evolution. What's the chance that another planet has similar conditions? Even if they got that far, the dominant life-forms would probably end up as lizard-like creatures descended from amphibians. Perhaps an asteroid could wipe them out and give way to mammal-like creatures like ourselves?
I don't think we have beings coming to earth in flying saucers, abducting us.
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