Physicist: Brace yourself for a mess of guesses:
I’ve heard (anecdotally, and on Mythbusters) that explosions in water are more dangerous that than explosions in the air. I don’t know if that has more to do with the specific properties of the medium, or merely with the presence of the medium itself, but (with a reasonable guess) it seems that having material around should help transmit the energy.
For an explosion in space, the only thing that carries the energy to you is light (which you would have gotten anyway) and material from the explosive itself. So the explosion itself should do less damage, while the shrapnel should actually be more dangerous (in air it would get slowed down, and even somewhat cushioned on impact).
Also, in a medium energy tends to travel at specific speeds (the speed of sound generally) which means that most of the energy will hit you all at once (Shock waves can travel faster than the speed of sound, but they burn up a lot of energy doing it) An explosion in space will cause material to fly out with a broad distribution of velocities, so you’ll experience the explosion over a more drawn-out time.
That’s all guess work. If anyone knows anything for certain, please post a comment.
Interesting aside: The famous EMP (electro-magnetic pulse) that follows soon after an atmospheric nuclear detonation would be absent in space (deep space anyway). The bulk of the pulse is actually generated by the explosion moving the ionosphere (it moves… the ionosphere).
Deep seated pet peev: The kick-ass billowing explosions of Vin-Diesel movies will also be missing from explosions in space. Instead, the explosion would appear as a “star burst” of material all flying outward in straight lines.