Degrees, minutes and seconds of arc (also degrees Celsius) are an

exception and are not supposed to have any space between the 

digits and the degree symbol [1], so to be correct, I think 

Context should by default veto any space between digits and 

numbers, in these cases only.

Correction, I should have written "(but not degrees Celsius)",

apologies.

Conventions for setting the degrees of temperature symbol vary; see
http://en.wikipedia.org/wiki/Degree_symbol#Typography and references
therein. In most professionally published works that I've seen, there
is no space between the number and the °, or between the ° and the C.