Forget visits, why haven't we heard a peep? From anywhere?
The universe is 13.77 billion years old. It took planet earth 4.54 billion years to evolve a species capable of emitting significant electromagnetic radiation.
I'm starting to be pretty convinced that we are the first advanced species, and perhaps life is a lot more rare than we imagine.
That's pretty much like knocking on the door of a house with all the lights on, and when it isn't answered three milliseconds later, concluding no-one is home.
Perhaps aliens don't indiscriminately broadcast signals.
Perhaps they do but they are too weak to penetrate the noise by the time they get to us.
Perhaps they are encoded to match background radiation to all but those with the right cipher.
Perhaps there is some sort of sub-space that messages can be transmitted on that we have yet to discover.
"For example there are stars which may be expanding away from us (or each other) faster than the speed of light, and this is true for any object that is more than approximately 4.5 gigaparsecs away from us." [1]
That said, 4.5 gigaparsecs is 10^10 light years, which is still pretty damn big.
http://en.wikipedia.org/wiki/Inverse-square_law
Anyway, if you actually wanted to seek other planets, you would need a HAL-style computer, sperm and eggs on ice, and an artificial womb. Then, life could realistically spend thousands and thousands of years traveling in space. If this is even possible then I suspect one or another lifeform would have done it by now. Since they apparently haven't, I doubt there's much out there. Fermi's paradox really.
As an aside, I find it somewhat amusing when people lay out a statistical basis for how life is so incredibly rare to the point where it's unlikely that we even exist.