You might want to do some reading on nebulae. They are very large, and the ones with interesting structure to them are many light years across. Their total mass is no more than the sun, resulting in a density lower than that of our best laboratory vacuums.
If you were to fly into the region of a nebula, all you'd see is a gradual dimming of stars to your sides and behind you. Up close, nebulae are pretty boring, and are only beautiful when seen from vast distances. That's why they're best left to skyboxes.
If you want interesting flythroughs, look to weird 'atmospheric' effects in places with pronounced energy gradients. Gravitic, magnetic, kinetic, etc.