Should I put a space between a number and its unit?

As the NIST Guide for the Use of the International System of Units (SI) states

7.2 Space between numerical value and unit symbol

In the expression for the value of a quantity, the unit symbol is placed after the numerical value and a space is left between the numerical value and the unit symbol. The only exceptions to this rule are for the unit symbols for degree, minute, and second for plane angle (...) in which case no space is left between the numerical value and the unit symbol.

Note that this is what happens if you use the siunitx as intended, namely by using \SI{<value>}{<unit>} to print a quantity:

\SI{2.63}{\ohm}

yields

This is more of an answer to an answer (too long for a comment; no picture), but hopefully it'll serve as an illustration to the question as well:

\documentclass{minimal}
\usepackage{siunitx}
\def\hilit{\hskip-.1pt\smash{% negative skip for the vrule width
  \special{color push rgb 1 0 0}\vrule width.1pt height4.5ex depth6ex\special{color pop}}}
\begin{document}
  \SI{2.63}{\ohm}               \par
  $2.63\hilit\,\hilit\Omega$    \par % which is the same thing as...
  $2.63\mskip\thinmuskip\Omega$ \par % which is the same thing as...
  $2.63\mskip3mu\Omega$         \par % 1em == 18mu; mu == "math unit"
  $dx\,dy$                      \par
  %
  $2.63\hphantom{\cdot}\Omega$  \par % we're talking about a product
  % product = "a quantity obtained by multiplying quantities together, or from
  % an analogous algebraic operation." --New Oxford American Dictionary
  $2.63\hilit~\hilit\Omega$     \par % ~ == "non-breakable space" or "tie-in"
\end{document}

My preference would be \;\si\ohm rather than \,\si\ohm or \si\ohm. As Jake mentions, there is a convention, though it strikes me as ill-defined. "A space" is either literal or typographically ambiguous. Definitely some kind of space is preferable to none, but the exact size is likely up to personal taste outside of technical papers (where the behavior is defined, one hopes) or when not using the facilities provided by siunitx.