Assuming these are actually three different questions.....
We had proof of an alien civilization
Nothing much. Both sides would be wanting to put more into NASA/whatever would be replacing NASA.
It would really depend on how threatening the contact seemed. Everything would hinge on what the message was and how we interpreted it.
Same as the first....both parties would be wanting to put more money into space based technologies.
The biggest change would be a religious one. Solid proof of aliens would lead many to question their religion.