This is my favorite pen mod! I like to have a pen and a few index cards in my pockets at all times for fleeting notes. A Fisher Bullet Space Pen is a convenient size to fit in my pocket easily, it looks nice, and it is comfortable to use. Unfortunately the refill it comes with is an awful ballpoint! I have a strong preference for gel pens. Refills are not a standard size, so swapping in a gel refill takes a little know-how.
One of my favorite gel pens is a Pilot Hi-Tec-C. Oddly Pilot doesn't make refills for the full-sized version. But there is a multi-pen version, the Hi-Tec-C Coleto, with refills that are small and skinny enough to fit into a Space Pen pretty well. I cut 4mm off of the back of the refill, and with a little fiddling it fits.
Or for another option there are instructions for using a Zebra JK refill here.
There are downsides. The gel refill doesn't have any of the unique capabilities of the pressurized Space Pen refills, like writing upside-down. The tip of the Hi-Tec-C Coleto refill is a little wobbly. And the multi-pen refills have a lower capacity than most refills, so they don't write as long. This mod is best for an occasional-use pen that you always have on hand. (I keep my main pen with my journal because it's too big for my pocket.)