As a Christian, I have no problem with alien life. I think God created the universe, with all its natural and physical laws, so that intelligent life would evolve on planets scattered throughout it. I think he did it because he wanted intelligent beings independent from him. We were created by his natural laws that govern this universe (Evolution being one) but we have freewill. I believe that we, intelligent life, is the reason this universe was created. I see no reason why life should arise on planets across the universe.
God coming to the Earth as one of us (Jesus) to experience life as one of us, and to connect with us, makes a lot of sense to me. I could see him doing that with alien races. What if we discover all intelligent species have their own form of Jesus?