This has crossed my mind before too, but how likely is it really that a civilization would build something so big that we'd be able to see it? Even amongst the closest star systems we can't see anything smaller than objects far larger than the Earth itself. Beyond a tiny fraction of the galaxy, we can't see things even as big as Jupiter. Let me put it a different way: how likely do you think it is that humanity will ever build someone big enough that we'd be able to see it now if it were built in another nearby solar system??
Not very likely at all IMHO.
At the moment we couldn't see our impressive civilization from Mars. There are some hypothetical characteristics of civilizations that might have achieved a higher level of technology than ours, Dyson spheres, for example, that would alter the spectrum as seen of their central star, that could be seen from a good distance. These are big things that ought to be detectable.