I have been reading lately the Honor Harrington series and I wonder how would torpedoes and missiles work in space. What Weber uses is some kind of nuclear head that pumps several lasers, does that makes more sense than, let's say, a fragmentation head or a nuclear blast or some plasma release that would melt the spaceship hull? Any suggestions/ideas on this?
To address the two steps of your question :
How missiles and torpedoes would work in space ?
First, you won't have "real" torpedoes in space. It will be really missile like cause you can't use a propeller because there is no medium the propeller can use to put weight on. It leads us to how missiles work (even modern missiles): Newton's third law, conservation of movement quantity. It means you need to throw mass backward, to go forward (and it's true in all direction). It works pretty well even in space, as India proved once again several months ago. All rockets are based on this law, as well as reaction engine for planes and hydrojet for jetski or high-speed boat.
Why nuclear pumped-laser ?
Classic nuclear explosives work in space, as Americans used to demonstrate it. But you will only have the radiative effects, which may be long to act and will only destroy electronics and kill the crew (it may be enough), since there is no medium in space to propagate heat and shockwave. The heat, which is one of the dangerous and high energetic part of the blast, will mostly be lost to space as it will radiate in all directions. With a laser you can concentrate most of the heat in a single beam and hopefully smash a hole through the hull, which is really a good solution to get rid of a spaceship.
Older missiles use "ordinary" nuclear warheads. The fantastically efficient drives also make kinetic attacks a possibility, but the advantage of laser heads is that they can be triggered at a standoff distance. This is easier against a working point defense system than hoping for a direct hit.
Read the space battles in the first two books to see how different warheads have their uses in different tactical situations. If a "contact nuke" can be guided through EW and point defense, it is devastating. Against unshaken defenses, laser heads are the weapon of choice, and Fearless has both in her magazines.