I think the problem is that every time they try to incorporate GR into QM they get a meaningless set of infinities, which doesn't say anything.
String Theory is considered one of the best candidates for resolving this - gravity pops out as a necessary consequence. Its not so much a well thought out theory as a discovery of mathematical coincidences at the moment.
If you have the time (3 hrs), I recommend watching
a documentary NOVA ran on string theory based on the book
"The Elegant Universe" by
Brian Greene. The documentary isn't as good as the book, but its pretty good for a science documentary, imo.
PE