Any sufficiently complex system could conceivably be self-aware, or be subdivided into a number of self-aware or conscious units. I've often wondered if coral reef or tropical rainforest ecosystems may have some sort of "intelligence", although it would be so alien (and operate at such extended time scales) that we might never be aware of it, or it, of us.

Novelist Stanislaw Lem has speculated on an entire planet being an intelligent entity in his novel Solaris. Or perhaps Sagan got it right the first time, the universe allows (or causes!) intelligent life forms to evolve as its "thinking" organs. This is the most likely scenario, since a self-aware consciousness may not appear spontaneously, but might much more easily evolve through Darwinian natural selection.

If it is indeed the case that there are super-intelligences like smart galaxies or smart stars or planets, our best strategy for detecting them would be to devise methods of communicating with them. Unfortunately, I can't conceive of any such "communication" we could initiate that might not be interpreted by the consciousness as an attack, a natural catastrophe, or even not be perceivable at all.

To sum up, there may be all sorts of consciousness(es) operating in the cosmos, but we may simply be incapable of recognizing it, or if we did, we might mistake it for a god.