Some rarely discussed option also include naturally occuring self-organising and self-replicating helical plasma structures, at least in theory: DOI:10.1088/1367-2630/9/8/263
This article studies the theoretical possibility that some plasma structures with properties usually used to describe living organism. Given the right environment, these structure could duplicate themselves (reproduction), preserve information for a given time (memory), and most importantly, they exibit the same thermodinamic properties as life: they are able to reduce their local enthropy (by incrasing their environment's one).
An interresting feature of these plasma structures is that they are shaped as helical strings, much like the DNA in our own cells.
This would difinately not be classified as "life as we know it"!
EDIT: Here is a more direct answer to the original question, based on the info above and my opinion:
The sentence "life as we know it" is said in a cautionary way, meaning "everything we know and is defined as life". It implies that there may be weird lifeforms we don't know about which we are not searching for.
As for these plasma structures, there is no space exploration program dedicated to searching for them, but results from dust experiments in microgravity (onboard the ISS) could be used to test the plasma structure hypothesis.