I'd figure they should be exploring life within our solar system considering Europa has water underneath all that ice and where there is water there is life. Or explore Titan with it's oceans of liquid methane, if they can find bacteria living in arsenic then that just an example of how versatile life is and in an environment such as Titan's one could expect to find a creature adapted to those conditions... Essentially, finding life on other worlds will further prove Evolution Theory pushing it closer to a law.
The other question is, even if we do find "intelligent" life out there will they even want to talk to us? It's like calling a total stranger, you don't know their motives, and yet you want to make friends with this person, for all you know they could be a serial rapist or killer or just plain fucked up. I'm not saying we shouldn't explore but we should be damn careful about how we approach 'intelligent' alien life if we ever find it or if they find us.
I am certain that if aliens are already travelling the stars they probably know about Earth considering all the noise and stuff we send out into space, they've probably watched those episodes of "I love Lucy" figured humans were really weird to send them these transmissions. Sending voyager 1 and 2 with golden discs of Earth's address what we look like and our languages is like dropping your wallet on the ground in a mall, anyone can find you now (but do they want to?).
I think if we do find intelligent life maybe those religious nut jobs will disappear (probably in a mass suicide) or they'll just jump ship cause the wool over their eyes has finally been lifted.
It would be foolish to believe that this planet we live on is the only one planet with 'intelligent' life on it. In the grand scheme of things human existence is a mere drop in the bucket compared to how old the earth really is, advanced civilizations could have risen and fallen before the first man even knew how to create fire, and now we are on the precipice of exploring an unknown that has been calling to us since man looked up and wondered what all those stars in the sky were.