I've only once had stuff come up when scanning a solar system, and they were both on planets. Can stuff be elsewhere or are planets the only things worth scanning? If so it means that most systems can easily be covered in only a couple of scans.
You can find things that are not on the planets. Namely, fuel deposits from destroyed fueling stations.
From all the scanning I've done, all the major war assets and quest related stuff were from planets. The only thing not on planets were the extra fuel, which comes in handy for those large sectors with multiple systems.
Note, if you find a fuel source, you don't have to collect it right away as you can always revisit it later with a low tank to fill up.
You'll have to find (and collect) everything for the system to be marked 100% though.
CVG.com has a complete, visual guide for scanning the galaxy, showing you exactly where everything is.
As has already been said, planets hold War Assets, credits, artifacts and intel that gets you upgrades. You'll only find wreckage that gives you fuel in space.
There are minor salvageable stuff floating around, I've found several fuel deposits in between planets, although the major artifacts are always located on planets.
What I do is position the Normandy so that my scan will cover the maximum amount of planets and empty space too (if there is only one planet in range of an scan, I position myself as far as possible while still hitting it with it), as to try to minimize number of scans.
Also, the percentage of discovered assets is shown for the solar system, and these fuel deposits are counted towards it, so you know when you can stop scanning without fear of missing something.
You can find fuel in space, not on a planet. But you will get the same sound effect when flying near such a spot as you get when you fly near a planet, so you don't have to scan the system blindly. Just fly around until you hear the sound effect while not being near a planet and you know one location where you should scan.
The war assets are always on planets, I never found anything but fuel in space.
Okay, you can scan anywhere that has the scan button popping up on the lower left side of the screen. You can get war assets and artifacts, which you need to complete side missions and get bonus creds, from planets. From space you can find wrecks, which give you fuel "important finds" which are like small upgrades you can equip by going to Liara's lab and interacting with the computer near the VI drone called Glyph (did I spell it's name right?).