Mathematically, it's quite unlikely that we are the only intelligent life - let alone the only life - in this universe. So I can say that yes, I am convinced that "we are not alone".
Our galaxy, the milky way, alone has up to 300 billion stars. That's 300,000,000,000. Now if only every tenth star has planets, that's still 30,000,000,000 (30 billion). Now if one in every thousand solar systems would have life, that would still be 30,000,000 (30 million) systems. Now if one of every thousand systems with a planet with life sports intelligent life, that would still be 30,000 (30 thousand) systems and thus civilizations.
And that's in our galaxy alone. At the moment 50 billion (50,000,000,000) galaxies are observable from earth, each with several billions of stars in them...
Heck, even if only every millionth galaxy had one single planet bearing intelligent life, it would still amount to 50 thousand civilizations.
On the other hand, I don't believe in the "grays" visiting us and cover up conspirations. As any life form would have to adhere to the same physics as we do, it's just not feasable that they would travel here, or even have remote contact.