I came across a neat explanation of why we don't freeze immediately: our skin's pretty good at keeping the wet parts of us inside! When I had been curious about this a few years ago, this was the thing that convinced me of it. After all, in order for the water in us to freeze, the higher energy water molecules need to go somewhere, right? (Of course, it's possible very small gas bubbles will dissolve into your blood, and that will quickly expire a person, but as noted elsewhere in this thread the pressure drop from atmo to vacuum is less than that normally experienced by divers.)

Also, I have covered a vacuum flange with my hand. Heckuva hickie, but otherwise harmless. Smarts a bit with a dash of bruising, but the skin holds up remarkably well.