The problem with the Fermi paradox is that it hinges on the belief that we've looked and we haven't seen them. That's just not true. We have scanned an immeasurably small percentage of the sky for signals that don't propagate particularly well with tools not actually built to find what they are looking for.There's also the possibility presented in the "Berserker" series by Saberhagen, or in the "Babylon 5" episode "A Day in the Strife." An alien species either creates a weapon to destroy their immediate enemies and it gets loose, or they can't stomach the idea of other life and send out weapons to destroy any possible competitors. It's one of the possible answers to the Fermi Paradox.
We are getting a little better with projects meant to start looking for high intensity laser communications. And we are working on tools to examine exoplanet atmospheres for signs of life and industrial activity, but we are a very long way from being able to legitimately wonder "where is everyone?"