While researching for this question, I came across a couple of conflicting images of Superman in space.
First we have him in space with no helmet - and talking to another character.
As far as I can tell, this scan is from Superman/Batman Volume 1, Issue 13, published in October 2004.
But then we have him in space with a helmet.
This scan seems to be from Superman Volume 1, Issue 677 - published in August 2004
Now, you could easily argue that the helmet wouldn't really do much there as there is no oxygen tank, but the image still implies that he needs to breathe. The first image, however, really contradicts that though. I found other images of him speaking in space without a helmet, but I think the one image demonstrates the point well enough.
So, which is it?