I believe in me. Science has proven false so much that was once accepted as fact that it seems ludicrous in this day and age to have faith in some nebulous, mythical being(s).
As to aliens, they came across the Rio Grande...oh, wait, you mean space aliens. Broken is proof that they exist and walk among us.
Seriously, it's a tough question to answer. On the one hand, it seems like an awful waste of space if we are alone in the universe. Carl Sagan (dead astrophysicist and visionary, for you youngsters) once proposed an equation to demonstrate the possibility that life must exist elsewhere in the universe and might even have grown into mature societies. It at least made sense, though it was wholly arbitrary.
On the other hand, spatial distances, even to the nearest stars, are such that it would take us a tremendous amount of resources to even begin mounting an effort to reach those, the trip to which would take years at current technological development.
That is not to say that the Heechee could not have transcended our level of understanding of the "laws" of physics and achieved interstellar capability. They're only laws until proven wrong. If they have, I wish they'd fucking beam me up off this rock, already.
Anyway, I have seen no proof positive that life exists elsewhere in the universe, that we have had contact with said lifeforms, nor that we ever will. That does not mean that extraterrestrial life does not exist, but it certainly means that I'm not going to join the dipshits in the desert next year for the annual Roswell UFO Festival.