So it seems safe to say that space-faring extraterrestrials who live underwater, such as featured in the movie The Abyss, are all wet. Flying aliens are certainly a possibility, although the heaviest airborne animals on Earth weigh in at 35 pounds or so, and animals of this heft seem too small to have a great deal of intelligence. On the other hand, planets with thick atmospheres, lower gravity, or especially oxygen-rich air to turbocharge metabolism, might conceivably spawn some soaring intelligence. For locomotion on terra firma, legs and their derivatives, arms, are the equipment of choice. No animals have wheels, despite their efficiency.
Wheels function well only on prepared geography, either rails or roads.
Insects sport six appendages, and dominate the species count on our planet. So six appendages is a number nature surely finds agreeable. The fact that humans, hippos, and hyenas all have four extremities is the accidental consequence of the evolution of backboned animals from a four-finned ancestral fish, Euthenopteron. Had Homo sapiens been blessed with six appendages, we would be more adept at piano duets and handball. We can also expect an intelligent alien to have eyes, useful for gathering information about the local environment.