Is there a space between the move number and the move algebraic notation? I know everyone will say that this is a stupid question, but I'm going to ask it anyway...

Is there a space between the move number and the move algebraic notation?

In other words, which of these is the correct notation? :

1.e4 e5 or 1. e4 e5 ?

26.Nxe4 or 26. Nxe4 ?

8...Bb4+ or 8... Bb4+ ?

I've seen both with and without the space. On Wikipedia there are spaces. But I checked in three of my books and there isn't any space in any of them.
As you already noted, both are used. Either style is acceptable, and engines, pgn viewers etc. will usually not have any problems with either of them. The most common is probably without the spaces though, especially with long series of moves it can be argued it improves the readability a bit by not having unnecessary extra spaces. In books the notation will probably always be without spaces if for no other reason than to conserve page space over the length of the book.