Actually, I would say we do. I'm not sure if we can say 100% that Alice was - in Chapter Thirty of GoF, Crouch refers to Frank speficially as 'the Auror' but when he speaks of Alice he only says 'Frank Longbottom's wife'. However, in Chapter Twenty-Three of OotP Neville's grandmother describes them as such:

"They were Aurors, you know, and very well respected withing the Wizarding community. Highly gifted, the pair of them."
They meaning both Alice and Frank, of course. That, I think, is stronger evidence that they were both Aurors than Crouch's failing to refer to Alice as one is evidence that she wasn't.

Even so ... I would avoid Alice simply because it has been done so much when, really, there is no canon evidence that they were friends at school, whereas with someone like Mary or Marlene, the evidence is a bit stronger. However, like someone mentioned, I think during their years with the Order, Lily and Alice would have been great friends. They would have been pregnant together, too, which sometimes brings women closer.