Okay, so what do you need to have interesting life?
It should be capable of movement. This is handy, because it makes it active. Not entirely necessary, depending on the kind of story you're making (an interstellar fungus that infects a space ship might be enough). There's a few options for that:
Solar sails - this would imply extremely light and sparse being, built around a wide area. By deforming the sail, it could control its movement. The cool thing about this is that it potentially allows the being to travel pretty much anywhere - in a nebula, a planetary ring system, whatever. It doesn't need a solid surface at all.
If there is some solid surface, for example with the planetary ring systems, there's a lot more options. It could simply jump between the rocks (probably with some kind of safety tether). In fact, jumping in free-fall environment with the help of a line would allow both speed and control.
And of course, there's the option of just living on one small body. However, that wouldn't really allow anything big, and it's easy to imagine a deadly catastrophe happening very often.
Source of energy is trickier than it might seem. Of course, there's solar power - a good bet, if you can make a collector of some sort. However, your beings will most likely have extremely low body temperatures (I'll discuss this further later), which limits the usefulness of traditional terrestrial fuels like sugars - the reaction rates might simply be too low to allow much to happen. This can be limited somewhat if it can collect enough solar thermal power to keep itself significantly warm, but that of course comes at a cost as well - more damage to be repaired. The huge problem with solar power is the square-cube law - it's hard to imagine how such an organism could evolve in outer space, if it has no way of regulating its own temperature. Perhaps the nebula it evolved in had enough rocky matter for it to find shelter from the deadly radiation (and heat)?
Now, in the nebula scenario, you probably need to traverse a lot of volume to get a meaningful amount of food, both for energy and as a construction material. This implies low metabolism (and low body temperature), because you need to be able to replace failing parts faster than they break. The ring scenario doesn't have as much problem with that, but there's another problem - it seems that the ring particles tend to be pretty homogenous, so there's little chance there would ever appear one that has enough material of all the different kinds necessary to build any autonomous working machine.
So I see those two pals:
- An animal-plant, built around a large solar sail, harvesting construction materials like a sperm whale, while getting energy from a sun.
- A jumper, flying from rock to rock in search of food, with a long "tail" (or maybe multiple tentacles) used to tether itself to the passing rocks (and its prey).
The two could even co-exist, the jumper preying on the sail (or vice versa, if the jumpers are really small). Of course, the sail sounds somewhat more likely to evolve in such an evironment.
The cool thing about the sail is that it could mostly be two-dimensional, so it would have a lot of control over its heating etc. If it's a cold animal, it would be able to keep itself from overheating (the unlit part would serve as a radiator, while the lit part absorbs heat). In fact, it might be a rather good thermal balance mechanism, whether you're relatively cold or warm.
The cold one has another benefit - it could get away with being almost invisible, which would help against predators (if any), and it would allow your heroes to run into them without noticing (the big facepalm moment for the science crew) - the comparatively hot hull of the spaceship might destroy it quite easily.
All around, it's rather unlikely you'd get anything like what we have on Earth. Most of the things that work even for extremophilic bacteria would probably not be present (e.g. the right construction materials, with a ready and stable food source without having to move etc.). Even the simplest modern bacteria are made out of tons of different atoms and compounds, most of which can only form in much higher temperatures than those found in most of outer space. Maybe a nebula that's already forming into a star system, but with a proto-star that didn't ignite yet?