According to Frasier Cain, simulations developed by a University of California researcher suggests that rocky worlds "likely" formed - relatively speaking - close by:
[University of California Santa Cruz] graduate student Javiera Guedes used computer simulations of planet formation to show that terrestrial planets are likely to have formed around the star Alpha Centauri B and to be orbiting in the "habitable zone" where liquid water can exist on the planet's surface. The researchers then showed that such planets could be observed using a dedicated telescope
Alpha Centauri, which forms part of the Southern Cross, is actually a system of three stars.
Related, Paul Gilster has recently written about another potential boon for planet hunting efforts. By combining the radial velocity technique with infrared imaging, the TEDI Exoplanet instrument on the 200-inch Hale Telescope should be able to detect potential rocky worlds around the smaller, cooler, dimmer stars in the Milky Way. The radial velocity technique has been the most productive method for finding exoplanets thus far, but uses light in the optical range. Examining infrared wavelengths for the signature star wobbles that would indicate the presence of an orbiting mass will extend the technique's usefulness.
The catalog of exoplanets is nearing 300. Given what has been discovered with first generation tools, that count is almost certain to grow much, much larger, and perhaps include worlds nearby.