There are of course many different notions of “space” in mathematics. Here is a survey of Connes treating many of them.
http://www.ncatlab.org/nlab/show/space
http://golem.ph.utexas.edu/category/2010/10/cohesive_toposes.html
http://golem.ph.utexas.edu/category/2010/11/structures_in_a_cohesive_topos.html
nLab on space and quantity
http://ncatlab.org/nlab/show/infinity-space
http://ncatlab.org/nlab/show/%28infinity%2C1%29-quantity
http://ncatlab.org/nlab/show/structured+%28infinity%2C1%29-topos
For some approaches to generalized spaces in differential geometry, see the preface to Vassiliou: Geometry of Principal Sheaves, in Homol alg folder.
See n-category cafe for links to stuff about “generalized smooth spaces”.
Compactly generated spaces: See Borceaux, vol 2 chapter 7.
Something by Grothendieck on categories as spaces: http://mathoverflow.net/questions/76505/in-which-situations-can-one-see-that-topological-spaces-are-ill-behaved-from-the
nLab page on Space