There is growing evidence of a dominant pre-human alien civilisation in the region, known as the Forerunners - the evidence they left behind them is meagre, but a major effort is being made to learn more about them (see the IFF page).
Most colonised worlds have indigenous animals - and these have a very wide diversity of form and function - so this sort of 'alien' exists in abundance. The vast majority of colonised worlds seem to be in the age of giant reptiles.

Every so often there are rumours, of course. Space is big and humanity spread quite thinly outside Quadrant 0, so colonists report all manner of strange things - little grey aliens, 12 foot shape-changing lizard aliens, invisible killer aliens, fairy-folk, goblins, indestructible flying aliens, and acid-blooded killer aliens. So far none of these accounts have ever been independently verified.

So - there are officially no aliens in the human Universe.

Well - at least until the Exterminators came.