If you find a Station that you really like, consider deploying a small military force there to protect the base from aliens and rival military forces. Stations do have a habit of getting destroyed over time, especially after you reach the midgame. Undefended stations aren't always going to last, unless you watch their backs. There aren't any rewards for doing this, but those military Units can still be called away if you need them for defense or a brewing war campaign.
By the same token, you should send a group of marauders to raid Stations near your active foes. Look for enemy trade units, and go after them aggressively to get bonus Energy and deny trade to your opponent.
