The speed of light also comes into play in the Fermi Paradox. It's quite possible that for a billion years there's been a vast galactic scale civilization in the universe emitting copious amounts of readily-identifiable radiation. But if that galaxy is more than a billion light years away, it would be physically impossible for us to see them.
There's lots of things about the universe that would make it hard for advanced lifeforms to spot each other unless they're close.
And I fully agree about our own solar system (although I personally think Mars is a terrible place to look and Europa is overrated). There's so many "worlds" in our solar system with fluids (including water, although I wouldn't be so bold as to say that it's a requirement for all life) and energy sources to harness. Organic chemicals seem very common too, even complex ones.
Of all of the bodies in the solar system, I think Enceladus has the best potential payoff in terms of "dollars vs. chance of finding evidence of life". Namely because you don't even have to land on it to do a sample return (but if you do want to land on it for better sample collection, it takes little energy to take off again). And because it emits its internal sea straight up into space. And its internal sea has interesting properties - namely, it's a hyperbasic sea caused by serpentinization of its rocky core, which is a process that also releases hydrogen, giving a potential fuel source to hydrogen-metabolizing life.
That said, my dream mission is still a Titan sample collection/return mission using an RTG-powered rotary nacelle craft to fly in hops all across the planet over the course of a year, recharging its flight batteries overnight on the surface and taking small samples from every potential terrain - dune fields, rivers, the various seas, cryovolcanoes, etc. It would then re-dock with its ascent stage (single solid stage similar to a small Pegasus stage), lift the ascent stage out of the atmosphere (to reduce drag) and as fast as possible until it's drained its flight batteries (which would happen quickly with the added load), ditch all unneeded weight and fire the ascent stage to re-dock with the ion-powered orbiter that got it there. The orbiter, having spent the past year skimming the outer layers of Titan's atmosphere for return propellant that doubles as an atmospheric sample return, would then return to Earth, possibly skimming Enceladus's plumes and Saturn's atmosphere on the way for more sample returns.
No question that would be a flagship mission, though, requiring two RTGs and three stages. An Enceladus-only return could probably be done on Discovery or New Frontiers budget (probably the latter).