It looks like most rockets that head out of Earth, or even into orbit are pencil shaped (or nearly so). I would take this to mean there is some mass of air such vehicles push out of their way.
What alternative shapes may a rocket headed into space, or orbit have?
EDIT: This will probably seem crazy; I was toying with the idea of a tunnel or more extending some length of the body with some mechanism to pull the air out of the way forward and ejecting it backwards (sort of like a jet) to create a little bit of pressure differential. Sort of like striations on the body of a whale and other marines help it slip easily through water.