In the bleaker moments of my life, I've always found a study of the night sky restores my perspective. Many are the nights I've sat in my back yard looking at the stars and wondering if anything sentient is looking in our direction. Gotta be, there's just gotta be...
The Milky Way is the galaxy which is the home of our Solar System together with at least 200 billion other stars (more recent estimates have given numbers around 400 billion) and their probably trillions of planets. So you figure out the trillions upon trillions of other galaxies with billions of stars in each galaxy and who knows how many other planets... I can guarntee you someone else is wondering the same thing.
Don't let anyone else tell you otherwise, just because no evidence yet (some believe there is) does not mean other life does not exist out there. The sheer number of planets,solar systems, galaxies guarantee that. Travelling great distances through space is not as easy as "Star Trek" or "Farscape". But you never know I guess, hell in 50,000 years maybe we can travel the stars easy, who knows. Sadly I won't live that long.
I think the most people who believe we are the only life in an never ending universe are religious people who are very afraid of what will happen to religion and their beliefs if visitors from another world show up. They are frightened of losing control over the people, like they do know with their religions.