This category is pretty vast. Space aliens - who knows what they really look like?  For that reason, you have creative license to wear anything!  But if you want to do the traditional space alien costume - there's a ton of options for you above.  Top them off with a silver, white or green wig. 

If you are playing a member of a spaceship crew (for astronaut costumes click here) - there's plenty of options for you there, as well. Choose anything from Star Wars, Star Trek, Guardians of the Galaxy, etc.  
Or you can make up your own with a silver suit (catsuit, disco suit, etc.) and some holographic or silver boots or platforms.  Top this off with an alien headband or some glasses.