Those are nice questions.
Yes, in space far from any stars a human would lose heat . We actually radiate electromagnetic energy, mainly infrared light, just as any warm object does. So that's what the energy is transferred to. Since the light can propagate in a vacuum, there doesn't have to be anything around for this cooling mechanism to work.
It won't cool you all the way to absolute zero, however. The reason is that even remote space is already filled with electromagnetic radiation. It's mostly in the microwave range, and is just like the feeble radiation emitted from objects with a temperature of about 2.7 K (that's Kelvin, the absolute units). Our normal temperature is 310 K.
The 2.7 K is thus the current background temperature of the radiation in 'empty' space. It's leftover from the much higher temperatures shortly after the Big Bang. Gradually, as space expands, that background temperature is dropping.
p.s. Of course if you're in space near a star, the light from the star will warm up one side of you quite a lot. If you spin, like the earth, that can average out to a comfortable temperature. where the output thermal radiation on the average balances the input radiation.
(published on 08/09/2009)