Such creatures have been postulated by science fiction authors for decades.
The hardest part is not the short term effects of the vacuum, but the challenge of finding enough food and propulsion. Space is big. And empty. Getting from foodstuff to foodstuff is tricky. Photosynthesis will play a big part, but you need materials. Over time, the vacuum and the sandblasting of micrometeors will have an effect, and you'll need to repair.
One of the creatures I have seen is the Leviathan from Beyond Infinity by Gregory Benford. That was a planetoid sized organic creature that flew from planet to planet, collecting resources as it went.
I find the most exotic answer to be the idea of a living, intelligent planet. There's nothing unreasonable about that construction (if you're willing to widen the definition of "living" a bit), and its pretty clear our planet is surviving without gear.
It might be reasonable to think of surviving in space as an extreme version of desert survival.
Of course, there's always the Waterbear. While it doesn't qualify as intelligent by a long shot, it is a real life creature which can survive in space by entering hibernation.