Recent studies of data captured by the Kepler telescope revealed that there are around 20 billion Earth-like planets in the Milky Way Galaxy. This translates to around 20% of planets in our galaxy that may be hospitable to life. To be considered Earth-like, a planet should be around one to two times the size of the Earth and must be located in the "Goldilocks" or habitable zone. The habitable zone pertains to the region around a star wherein planets would have the right temperature (or more precisely, "atmospheric pressure") to support liquid water on the surface. 
Though this doesn't automatically means that there is intelligent life on those planets, this basically gives us a billion reasons to believe that, indeed, we are not alone in this galaxy. Take note, the 20 billion estimate is only for our galaxy. I assume that there would be significantly more outside our home galaxy.