There have actually been cases of (accidental!) exposure to near-vacuum conditions. Real life does not conform to what you see in the movies. (Well, it depends on the movie; Dave Bowman's exposure to vacuum in 2001 was pretty accurate.)
Long-term exposure, of course, is deadly, but you could recover from an exposure of, say, 15-30 seconds. You don't explode, and your blood doesn't immediately boil, because the pressure is held in by your skin.
In one case involving a leaking space suit in a vacuum chamber in 1965:
He remained conscious for about 14 seconds, which is about the time it
takes for O2 deprived blood to go from the lungs to the brain. The
suit probably did not reach a hard vacuum, and we began repressurizing
the chamber within 15 seconds. The subject regained consciousness at
around 15,000 feet equivalent altitude. The subject later reported
that he could feel and hear the air leaking out, and his last
conscious memory was of the water on his tongue beginning to boil
(emphasis added)
UPDATE: Here's a YouTube video regarding the incident. It includes video of the actual event, and the test subject's own description of bubbling saliva.
Another incident:
The experiment of exposing an unpressurized hand to near vacuum for a
significant time while the pilot went about his business occurred in
real life on Aug. 16, 1960. Joe Kittinger, during his ascent to
102,800 ft (19.5 miles) in an open gondola, lost pressurization of his
right hand. He decided to continue the mission, and the hand became
painful and useless as you would expect. However, once back to lower
altitudes following his record-breaking parachute jump, the hand
returned to normal.
If you attempt to hold your breath, you could damage your lungs. If you're exposed to sunlight you could get a nasty sunburn, because the solar UV isn't blocked by the atmosphere (assuming the exposure happens in space near a star). You could probably remain conscious for about 15 seconds, and survive for perhaps a minute or two.
The considerations are about the same in interstellar or interplanetary space, or even in low Earth orbit (or a NASA vacuum chamber). The major difference is the effect of sunlight. As far as temperature is concerned -- well, a vacuum has no temperature. There would be thermal effects as your body cools by radiating heat, but over the short time span that you'd be able to survive, even intergalactic space isn't much different from being in shadow in low Earth orbit.
Reference: http://imagine.gsfc.nasa.gov/docs/ask_astro/answers/970603.html