From the Wiki:
Using a Bandage, Medkit, or Red Stim Pack.
Sleeping in any Bed, tent or any object it is possible to sleep on.
Eating certain foods can temporary increase health regeneration.
For foods that heal, see this question.
Beds are easy to craft and you can find tents and sacrificial altars, both of which act like beds while exploring.
Personally I use sacrificial altar (while out of combat), seems to be one of the fastest beds to heal) and bandages (while in combat), because bandages are extremely easy to acquire once you gain the ability to travel to the galaxies far far away.