Two great scientific thinkers answered this question in their own particular way...
Carl Sagan: "If not, it seems like an awful waste of space."
Enrico Fermi: "If so, then where *are* they?"
They both had a point, but since good science brings up at least as many new questions as it answers, I'll focus on what Rico said. (And yes, I feel comfortable calling him that.)
We've come to accept the immense age of the Universe (in the ballpark of 13.8 billion years). We've also learned that the most necessary elements of organic life (hydrogen, oxygen, nitrogen, carbon) are, item for item, also the most abundant materials in it. Given those facts, shouldn't the Universe be profoundly stupid with life? Shouldn't some great galactic civilization have been formed a hundred million years ago and colonized us by now?
That's the Fermi Paradox. The fact that we turn our telescopes (both optic and radio) toward the Universe and find absolutely no evidence of intelligent life seems fundamentally wrong. In the interest of taking a stab at what we should be expecting, astrophysicist Frank Drake made a famous equation where he started with the estimated number of stars in the Universe, and then whittled it down toward a possible number of intelligent civilizations by nested sets of criteria: How many stars have planets? How many of those planets are habitable? How many of those habitable planets have life? What about intelligent life that can communicate across space? And perhaps most importantly, how long do such civilizations survive?
Today, even though we have more complete answers to some of those variables than Frank did, we still end up with a number that could be anywhere between 1 (that would be us) and 100 million. That's a big range, but take note that any number larger than, say 10, seems like should result in our being able to find alien civilizations pretty quickly. After all, odds are that anyone else out there would have technology thousands or even millions of years beyond ours. So, as Rico queried... why don't we?
There are a couple different theories why not. We'll start with the most cynical one, and work our way toward hopefulness... an approach that I tend to find does the most good in all situations.
Possible Reason #1 - There is no one else, and never will be. It's been theorized that we live in an especially hospitable situation here in our little solar system. We're in our solar system's "Goldilocks zone" (not too hot, not too cold), outside of which it would be difficult for liquid water (and thus our concept of life) to exist. In addition, we've got a nice, big moon that not only stabilizes our planetary spin so that there's a relatively small difference between winter and summer temperatures over most of our surface, but also causes tide pools, isolated little ecosystems that some think might be very important to the development of early microbial life.
Galactically speaking, we're in a placid locale as well, cozily nestled between spiral arms, and yet we don't get interfered as much by nearby supernovas and giant gas clouds as we would be if we were closer to the center. All these factors might point toward life being actually quite hard to get started on a planet. Note that our relatively peaceful planet has had to essentially hit the reset button on life (via mass extinctions) no less than five times... and only one of those was because of a giant asteroid hit. The rest were caused by natural planetary and biological processes.
So maybe life isn't inevitable at all, or the factors that lead to it come into conjunction a lot less often than we think. But let's assume that it does actually happen once in a while. What then?
Possible Reason #2 - Civilizations always die. Any civilization sophisticated enough to communicate across space, and even travel through it, also has the capacity to destroy itself. Perhaps it always does.
Take a look at us. We perpetually seem to be on the brink of doing that very thing, whether through nuclear warfare or climate change (actually, there appears to be a sixth mass extinction going on... *and* *we're* *causing* *it*). Maybe intelligence is just another way Nature has of wiping its own slate clean, like a super-effective, all-species-affecting disease (remember Agent Smith's "humans are a virus" speech from The Matrix?). Maybe the creation of an immortal, space-faring civilization isn't the direction we should be heading in. Perhaps that road *always* leads to strife and ultimate destruction.
Possible Reason #3: They're out there, but hiding. Star Trek called it "the Prime Directive"... a policy not to interfere with the development of the "new life and new civilizations" that they came across. (I actually seem to remember them interfering/kissing the heck out of those new-found civilizations, but I digress...) The idea is that life needs to find its own way, and showing them new technology or letting them know that there's other life too soon might cause society-wide psychological damage (cue the UFO conspiracy theorists who think that the government is hiding aliens from us for this very reason).
So maybe we really are being observed by some pan-galactic overlords, but they're consciously not letting us in on the secret of their existence. It wouldn't be all that hard, really... in terms of viewing the Universe in its entirety, we're still like little kids on a hill looking around through the wrong end of our binoculars. The Universe is so mind-staggeringly vast that we've only begun to explore one fraction of our little part of it. And this blends nicely with the next reason...
Possible Reason #4: We have no idea of what life can look like. At this point, science and astrophysics are defined more by what we *don't* know than anything else. Dark matter, dark energy, dark flow, quantum uncertainty... these are official terms. We're consciously ignorant of what the Universe itself is mostly made up of. Wouldn't it be easy to miss any kind of life that isn't virtually identical to our own?
The SETI program (Search for Extra-Terrestrial Intelligence) has spent a lot of its time and budget searching for structured radio emissions from space. After all, we have been beaming out constant streams of electromagnetic waves for decades, so why mightn't other worlds? But in the last ten years the stray radio transmissions of Earth have dropped significantly, because instead of just beaming radio and TV out into the aether, we've moved more and more communication into underground cables and ever-shorter wireless connections. We might not see anything because other civilizations have done the same.
I'm probably wrong, but this shows a flaw in our thinking when it comes to intelligent alien life. We're necessarily limited to using technology that we know and understand. Who knows what kind of unknown future tech they may be using? Maybe they're not aware of our radio emissions because they've moved on to some other method far beyond what we understand.
Possible Reason #5: This is my favorite answer, and the one I'm rooting for most... Another thing we've learned about the Universe is that stars and planets form out of the wreckage of earlier generations. Just as trees die, fall over and enrich the soil for new trees, stars explode, sending out material and dust (including freshly-minted heavier elements that they can't create otherwise) to seed the next generation. Given that the sun has a lifespan of about 6 billion years, and the Universe is not quite 14 billion, we can estimate that our Sun is part of maybe the third generation of stars that have been created since the Universe began.
It seems to me that we need heavier elements to support intelligent life. Yes, the building blocks of both the Universe and Earth life are identical, but there are many aspects of our complex biology that require metals, minerals, and other materials that are only created when stars go supernova and scatter their ashes out into space. As Carl said many times, our bodies are made of "star stuff". Taking this into account, it doesn't seem unreasonable to me that it might have taken at least two solid rounds of star explosions to create enough raw material for our world, and us, to form out of.
So maybe that galaxy-spanning civilization that doesn't destroy itself with its brilliant technology, and becomes the very first to spread across the cosmos, discovering its wonders and learning to understand the whole, glorious span and depth of it... is really *us*.
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