Another important counter-arguement to the von Neumann probe theory is to ask ourselves: Why do we expect to be able to detect a von Neumann probe? It would seem that any civilization able to build one of these things would have developed "nanotechnology" which we would not be able to detect. Indeed, I once heard the argument that a mechanical alien visitor could possibly be watching us from a craft the size of a pinhead floating around in the asteriod belt.
Another example of a von Neumann probe is given in an episode of the X-Files. The plot centers around a discovery that a lot of cockroaches which seem to, actually, be mechanical visitors/scouts/spies from outer-space. It actually does a good job of getting the message across that not only do we not know what we are looking for, we also don't know where to look.