There are entire alien empires within every Segmentum of the Imperium, even Solar. mankind has not visited or charted every viable planet, much less colonised them. Mankind's worlds are pearls in a string. While they're clustered in places and some worlds have lots of space-traffic, much of the Imperium is isolated and has contact with the wider empire only in the form of Chartist captains and the tithe.
If you want a few nice empty and cursed space areas: The Halo Stars in general, the Ghoul Stars, Gates of Varl (C'tan link...) and the Hazeroth Abyss (for Dark Heresy fans) might do¬