Well, it's also important to note that the Galaxy is very, very, very big and that planets comparatively are very, very, very small. Further, the only real way we have to locate planets for the most part is indirectly based on how they interact with their stars. Which means that *most* planets we have found have been massive in size because they create a very noticeable effect on their host star's position. We simply do not have the means to "directly" see planets, let alone Earth-sized planets (Or planets even remotely the size and mass of earth). They are too far away, and the light reflecting from them is drown out by the light emitted by their stars.
But honestly, we are progressing in leaps and bounds every year. Pluto (Which is no longer a "true" planet, but still) was not discovered until the 1930's. Since then we have, as you pointed out, discovered over a thousand exo-planets. And our ability to detect smaller planets is getting better all the time.
