I'm not sure if "They've visited already!!!", but the chances are very very high of extraterrestrial life existing.
We can even use math to find out...
So we live in the universe U, as far as we know we can observe about 1% - 5% of the universe (stay with me folks, but it could be even smaller) and There is life on 1 observable planet in this sector so far lets call this E.
Now, the amount of planets in the universe that can support life is N, and we know life exists on at least one planet.
so... N = UE or round about, and since the universe is technically 'universal' there should by some calculations be life on another planet somewhere.
-----------------
Now there is also another set of equations to consider.
Earth orbits around Sol in a Star-size to distance ratio known as the 'Goldilocks Zone', the chances of this occurring are fairly low, say less than 0.001%. In this zone there is enough light and heat energy coming from the star to keep the water on the surface of the planet in a liquid form for most of the time. This is important for at least carbon based life (unless there is only carbon based life, in which case I mean life) needs liquid water to easily stabilise and populate.
There are also other things to consider like weight of the system star, age of the star, wavelength of light coming from the star, number of planets, moons of planet.
Lets say that we know that the perfect conditions have known to exist at least once in the observable universe (possibly more). Now we just take the percentage of any given star supporting life (around 0.0000000000000001% (call this r) after taking everything into consideration), and then multiplying that by the amount of stars in the universe (technically infinite). So, from this we can determine that N = rU and N will be greater than 1. We then can see that there will be many stars that can support life, the question is, that we're still trying to figure out, is "How does life begin on a planet, given that the planet in question can support life?"
Once we can answer that question, the search for ET will be a whole lot closer to finishing.
Edit: Also, the life I am referring to does not necessarily mean intelligent life.