This is a very interesting question and is much deeper than first appears. Looking between stars gives fairly empty space (there's some interstellar dust etc), looking between galaxies gives even emptier space and looking between galactic superclusters gives the emptiest space. However, space can never be completely empty for three reasons:
1. If the universe contains at least one luminous body (and it obviously does), that body emits light in every possible direction. Since the universe is expanding at less than or equal to the speed of light, the light from this body will be able to reach every point.
2. Even if the one body above isn't luminous, it will still have mass. The range of gravity is infinite, so every point in space will be subject to "bending" by gravitons (and Higg's bosons, come to think of it).
3. Even in apparently "empty" space, the fabric of space itself contains random fluctuations (which increase in size the more you "zoom in" because of Heisenberg uncertainty) that generate "virtual particle" pairs (this happens at the very edge of a black hole's event horizon).
For EMPTY space to exist you'd need some kind of region that didn't contain any space at all (which is where my knowledge runs into a wall!)...