Space, like dinosaurs, is an obsessive phase most kids had at some point. I was always most enamoured with Neptune, often visiting it in a recurring dream.
This is a list of my favourite films which primarily take place beyond the confines of Earth. I regard the original Planet of the Apes as eligible given the late twist and stark futurist difference.
In of personal canon, special mention to the Metroid videogame series which I worshiped growing up. Once Samus, forever Samus. Rendezvous with Rama by Arthur C. Clarke would be my favourite novel set in space. As a Gen Y kid, my anime space odyssey was the Namek saga of Dragon Ball Z. Alien and Planet of the Apes were the formative franchises of my youth, so I guess their gravitational pull has always left me a little spaced out.
My more general sci-fi list can be detected here