Re: It's a long way to the chemist, etc...
"there could be loads of little green men out there, all whizzing about in their flying saucers..."
It's perfectly possible that any hypothetical advanced alien civilisation is beyond the stage where they produce any significant radio emissions because of increased efficiency, better shielding, possibly living underground and/or inside enclosed structures, and also because being paranoid they don't broadcast their presence to other, potentially harmful, aliens. So maybe there's a couple of centuries time window in which transmitted signals can be received by intelligent life somewhere else. Given the insignificance of a couple of centuries compared to a billions-of-years-old galaxy (let alone universe), it's unsurprising that such signals haven't been detected.
Given that transmitting/receiving radio signals is MUCH easier than space travel it would be inconceivable that alien ships suddenly turn up on our doorstep without us ever having picked up any signals. Of course there are plenty of other possibilities of undetected alien life out there:
1. Since the power of signal that is detectable diminishes by distance according to the inverse square law, there is a distance threshold beyond which our puny transmissions become indistinguishable from background noise (and same for signals coming our way)
2. Although the statistical possibility of humans being the first ever* intelligent species in the universe is remote, there is still that possibility that all the other worlds are still at dino-stage of evolution
3. We associate intelligence with technology but tech has as much to do with our opposable thumbs as with our brains. Dolphins are pretty clever but you won't catch them messing around with iPads (insert Douglas Adams quote here)
4. Super-advanced aliens are using comms tech so advanced that even though their signals (and space stations / ships) are all around us but we can't detect them (dark matter? :P)
*of course concepts like 'first ever' become tricky when combined with travel over interstellar distances