Actually, mathematically speaking, it's not unreasonable to assume that there are no other forms of sentient life in the galaxy, though there are most certainly other forms of life out there. We know of bacteria once exsisting on Mars from fossils found there, and it's theorised that comet's ice may contain bacteria also. However, in terms of multi-cellular life, the probabilities are extremely low. I can't remember the name of the theory, but I believe the technical number of planets that can support life in our universe is 10^-31 (that's 0.0...etc. with about thirty zeroes added on). That is a VERY low number indeed, well below zero infact.

So yeah, despite there being so many planets, chances are we are quite literally alone. Other galaxies possibly, but certainly no "next-door neighbours"