The aliens you are seeing right now are only very few in space. I assure you there are thousand of aliens in outer space but this only the few we get to see.
Irkens
The mighty Irken Race is destined to eventually conquer the universe. For more information on our eventual diminutive green overlords
Irken Pak, Irken culture,and irekn Invaders
Meekrob
The Meekrob are a race who oppose the Irkens - we only really see them here in a hallucination created by Zim so we really don't know if this is an accurate representation or not.
The Meekrob definately DO exist, though - we see Invader Tenn trying to conquer them in Megadoomer. Or at least they DID exist before she received the malfunctioning SIR units... The Meekrob are aliens made from energy and have advenced mental powers.
Nhar-Gh'ok
The Nhar-Gh'ok are an alien race which normally look exactly like human babies, but at times they take on the more menacing look to the right. They are quick and resourceful creatures and despite their appearance they shouldn't be taken lightly.
Among their other abilities like vomiting acidic spittle and creating horrible smells to defend themselves, groups of Nhar-Gh'ok can combine into a single Giganto-Baby.
Planet Jackers
The Planet jackers homeworld orbits a dying sun, so to keep it going they travel throughout the galaxy stealing other planets to feed to it. They enclose the target planet in a giant sphere with TV screens on the inside to the inhabitants don't know they've been 'jacked until it's too late. The race earned it's name because they highjack planets.
Plookesians
The Plookesians are a peaceful and intelligent species of travelers. These two, Mooshy and Ploopty, were lured to Earth by a false distress signal sent by Dib and Mr. Dwicky. They offered to give Mr. Dwicky a tour of the cosmos and gave Zim some superweapons...both of which caused no end of consternation for Dib. Mooshy is the green one and Poopty is the purple one( incase your wondering Mooshy is the one in charge). In reality they are Amoeboid aliens in robotic suits because they are eather very slow or don't breath the same air as we do.
Screwheads
I don't know what the race that Smikka belongs to is called but it is obviously alien (though other Zim sites refer to him as a "Screwhead" for obvious reasons). His race has been conquered and his planet has been converted into a galactic shipping hub.
Smikka himself seeks to inspire his fellow slaves / shippers to rebel, but so far the farthest they have gone is to switch labels on packages.
I don't know if the big screw in Smikka's head is indemic to his species or if it was imposed by the Irkens. It looks very similar to the brain probe Zim uses to monitor Nick's happiness center and to the probe that Zim used to help control the emotions of the Santa suit. Perhaps all species subverted by the Irkens are subjected to brain probing to make them more controllable eather that or they have this on normally.
Slaughtering Rat People
The Slaughtering Rat People of Planet Blorch don't seem to be too technically or culturally advanced. They are so horrible, in fact, the the Almighty Tallest chose to give Blorch to Invader Skoodge as a sort of punishment. To their surprise and dismay, though, Skoodge actually managed to conquer the Rat People and Blorch was turned into an Irken parking structure planet.
The last we see of them the Rat People are scurrying about looking for cover as the Irken Armada engaged in their genocidal 'Organic Sweep' of the planet.
Vortians
The Vortians are a highly intelligent race of alien scientists existing in the Invader Zim universe. They are gray-hued and have hocks on their legs (resembling the hind legs of horses, goats, dogs, etc.), which lack "feet". They also have curled "horns" (can be seen moving in some instances as if they were flesh-like) on the top of their heads. They closely resemble a species of aliens in Jhonen Vasquez's other works. The Vortians were once allies of the Irken Empire, until their enslavement, when they were forced into service after being conquered by Invader Larb. The Vortians' most famous inventions include the Santa Suit substance, Minimoose, the Massive, the Universe's Most Comfortable Couch and the MegaDoomer Combat Stealth Mech. Although the vehicles and weaponry that the Vortian design for the Irken Empire are undoubtedly powerful, they are also subtly and possibly purposely flawed. Take, for example, the Vortian-designed MegaDoomer stealth system which, while making the machine invisible, leaves the pilot for all to see, (Zim:Oh, That is STUPID!) an obvious drawback that makes it useless (although it is notable that the MegaDoomer probably does not need the cloaking device, considering its strength and the incredibly loud stomping sound it makes whenever it walks). A race formerly aligned with the Irken Empire, the Vortians and their planet were conquered by Invader Larb. Now Vort is a military prison planet full of all the enslaved Vortians. Many escaped by hiding in garbage tanks, undetected by the security systems. Captain Lard Nar, a Vortian once responsible for some of the design work on the Massive, started a resistance movement against the Irken Empire. Zim keeps in contact with another Vortian, Prisoner 777, another one of the design workers on the Massive. Zim got the schematics for the Massive from him, and probably lots of his other technological goodies as well.