Okay, so I've played quite a bit now and have been thinking about my impression...
I initially voted SPACE as my favorite stage, because for me it represented the ultimate Spore. Let me explain.
On my first play through, I was disappointed by the lack of depth and "gamey" aspects of the four first stages and I found them incredibly repetitive and vain. But I quickly started to enjoy the customization aspect of it and realized Spore was all about creation and customization and exploration and internet seeding and funny discoveries.
At that point, I thought "GREAT! I can't wait for Space Age when I'll have all this freedom to terraform planets, put whatever animals I want everywhere, etc! This is gonna be awesome". And it was like that, briefly. But as soon as I found myself in an accidental war, or my empire was a bit too big, or I knew too many people, I started to be bogged down by constant attacks and crippling missions and requests, leaving me no time to even notice what color the moon of my home-world was. And I realized they put a lot of "depth and gamey" in the part where I was looking forward NOT TO HAVE THEM so that I could have my freedom. Yeah, I want interaction in space, but I want my freedom to express creativity a lot more... freely... ahem...
So in conclusion... For now, before patches... They removed all the gamey things from the parts where they should have been, and put them all where I didn't want them to be. As far as I'm concerned, they could leave the first stages alone, I already decided to take them as they are. But they need to let me be a lot freer in space.
PS, in a relatively unrelated way: I find a few of the creature design limitations to be rather annoying though. For instance, once I bought a pair of legs, I should be allowed to copy it on my creature as many times as I want for free. As it currently is, I find it limits my creativity to have me pay for every single pair of the same thing. Sure, I can spend the extra DNA making a 6-legged monster... But I may not have the DNA to afford the 6 feet that go with it, so only one pair of legs will have the strongest feet. Wut?!? And yeah, I wish having more of one item would make a difference (two sets of spikes instead of one should be more dangerous... Not just give me a combat rating or something)... But whatever. This doesn't bother me as much as the space age thing.
EDIT: I had never seen this 35 minutes presentation that many of you have probably seen. It's Spore as it was in 2005. I think I should never have watched it as I am now rather annoyed at what they removed. Oh well.
http://www.youtube.com/watch?v=T8dvMDFOFnA