Please note that the Unicode character range is immense; There is no one font that covers all of it (although GNU FreeFont comes pretty close).
If you see empty spaces, or even empty pages, it may be because they just haven't been assigned yet. Those will remain empty until the Unicode Standard utilises them. Even though there is space for 1,114,111 glyphs, but only specific ranges have characters assigned to them, and between those ranges, there may be quite a bit of unused room.
You can get great coverage with the following fonts; Between them, they cover as much of Unicode as is practically usable:
(click these links to install the fonts on your Ubuntu system)
Linux Libertine is one that, on top
of covering a massive span of Unicode,
looks excellent and has fantastic
kerning and hinting.
Also, if you don't mind a non free font, there is Code2000, Code2001 and Code2002, which, between them, cover quite a substantial chunk of the Unicode range (97% I think) as well.
For a list of Unicode fonts and their coverage, see Unicode Typeface.