A space suit is a complex system of garments, equipment and environmental systems designed to keep a person alive and comfortable in the harsh environment of outer space.
Aboard the asteroid all the X-Men except Wolverine kept their suits on to attack the Brotherhood of Mutant Terrorists.
After the destruction of the asteroid and the Scorpio Comet Nightcrawler teleported into space inside his suit. It protected him a little while as he entered Earth's atmosphere. He teleported into a locker on the Blackbird as his suit was burning up.
Cyclops has a special suit designed for his powers. His helmet's visor is made of the same material as his own visor so that he can fire his eye beams without damaging the helmet.