I'd also have to go with Europa on this one for *current* ET life forms. The whole moon is pretty much a water planet with an ice coating. Callisto and Ganymede (may) have this property as well (a water and/or slush mantle) but my call would have to stay on Europa just because it seems much more likely that there really is water under there, even though Callisto and Ganymede mayhave more water under their crusts than Europa.
Non-current life from space has already been discovered in the form of fossilized bacteria iirc. There was some in a very old meteorite that was discovered in Antarctica... i'm to lazy to try and look it up online to back that up though, so don't take my word for it if you don't want to.
I wouldn't doubt that Mars had life on it at some point in the past. If it is still there it's in hiding (and for good reason).