Comet

Comets are a great source of material if you can harvest them. A few things to note:

1. Comets are too small to set up colonies on. 2. Comets move slowly, but surely, on very large, irregular orbits. 3. Comets do not leave the galaxy, but they will go billions of miles away from their center of orbit before returning. 4. Comets cannot be mined with asteroid mining modules. You have to use land based mines.

Obviously they provide a unique challenge, but can be quite valuable. Comets often have as much material as a mineral rich planet, with the accessibility of an asteroid. A good way to tap them is to drop as many automated mines as you can on them while they're close, then use a mass driver to drop them on the most convenient stable solar body, be it a permanent colony or a way-asteroid to be freighted through a wormhole. Since the packets neither slow down nor collide, even if the comet moves to the other side of the galaxy the minerals will still reach your colonies eventually.