From a biochemical standpoint, we don't know of any life that doesn't require water. Everything on earth requires water as the solvent to a majority of the chemical reactions occurring within it. Without water those reactions don't happen and the life form dies.
However, that certainly doesn't make life based on other solvents impossible. There is always interesting discussion about silicon based life, but the seeming reason we are carbon based is due to the stability of carbon compounds vs silicon compounds in water. There could very well be another solvent in which silicon makes more stable bonds and then perhaps life would be based around it.
Aside from that, another common potential solvent in our solar system is methane, which is liquid on Titan. The problem is that for methane to be liquid, it has to be so cold that it would take a very long time for life to evolve (if it could). So we look to the water oceans of Europa more than the methane oceans of Titan.
In summary we look for water because water based life is the only we know. But we cannot rule out the possibility of other forms of life.