I'll echo the rest of the answers with a twist: NO. Its a horrible place to build your station, unless you have a specific need for that isolation.
Space stations serve a purpose: Anchorage for your ships, trading hubs, research stations, etc. For most of these purposes you need a station that is economically viable.
Voids are as empty as space gets. This means that during the construction of your station, you basically have to ship everything in. You can't just set up a materials manufacturing center and start mining asteroids for metals, you can't use local matter to build stuff. You can't source your laborers from that planet you're orbiting. Your engineers can't supplement their rations with produce from passing merchant ships. Nothing. You bring everything you need, at cost.
To make things worse, if you can somehow finance the construction of this space station, no one wants to use it. You military would not want to use this thing as a base. Its far from everywhere they are needed. Militaries don't fight over empty deserts. They won't fight over empty space either. There is simply nothing there to fight over. As far as the galaxy is concerned, you're welcome to keep the void because everything they do - commerce, military maneuvers, research, etc - are done in places that are much easier to get to, and live in.
Merchants wouldn't want to spend the resources to travel to your space station to trade with its crew. Why would they? How many people are you going to cram in there? Compared to the several planets they can stop at, not only to offload goods, but to acquire them to sell at the next planets in their routes. Even if your space station produces something very valuable, and for some reason, you have to set up a manufacturing plant so far out of the way (maybe it uses a lot of hazardous materials), its much more efficient for you to send your own cargo ships to carry these produce to market, and then bring back whatever the station needs. Then again, there are other places within a galaxy where you can set up these facilities in relative safety, so why bother traveling so far to the void?
The only reason I can think of that would make building a space station in a void necessary is if you need to set up a facility so secret, that nowhere in a galaxy is secure enough. As Thucydides said in his response, this space station would stick out like a sore thumb out there. But if you keep the construction a secret, and follow strict Operational Security protocols, you may be able to hide it because no one else would think that anyone is crazy enough to build anything in the void. (Enemy spy A: My source told me that the station was built in the void. Enemy spy B: What? Don't be ridiculous. Which idiot would build anything there??).
So yes, there is a scenario for which you need a station in the void. Of course, for this scenario, there are other more easily accessible and economically viable places in a galaxy where you can build your super secret space station. This is about the only thing I can think of that requires what you're asking.