The sensible answer to your question is that there is no sound in space for the reasons that RedArrogantKnight and bitmask have given. Sound is a pressure wave. If you look at your loudspeakers playing Black Sabbath at their finest you can see the cones moving forward and backward. The speaker cones generate pressure waves and it's these waves reaching your ear that we perceive as sound. So no air, no sound.
But given that we are SciFi fans and allowed to stretch things a little, let me argue that there is sound in space and that in fact we owe our existance to it.
As bitmask says, there is gas in space. It's just very thin. However in nebulae the gas is a lot thicker than in intergalactic space, and you can generate pressure waves in this gas. In particular supernovae generate pressure waves, and it is believed these pressure waves can increase the density of the gas enough to make it collapse and start forming stars.
Now no-one is going to seriously claim that the pressure waves in interstellar gas caused by supernovae is "sound". You'd need an awfully large ear and a lot of patience to hear it. nevertheless, it is a pressure wave, and sound is a pressure wave, so I hereby claim there is sound in space and the formation of our sun may well have been caused by it!
coldquiet in space". – dmckee --- ex-moderator kitten Mar 23 '12 at 17:03