As blue leaf77 says, people don't typically talk about the complex conjugate of anything other than scalars. That's because whether an operator is imaginary or not depends on how you represent it. In introductions to quantum mechanics, wave functions are usually written as functions of position, \psi(x). As an operator on such functions, p is represented as -i \hbar \frac{\partial}{\partial x}, and it seems to be imaginary, because of the presence of the "i". But you can just as well work with momentum representations. Instead of dealing with \psi(x), you can deal with its Fourier transform, \tilde{\psi}(k). In terms of \tilde{\psi}, the momentum operator is trivial:
p \tilde{\psi}(k) = \hbar k \tilde{\psi}(k)
But the position operator is more complicated:
x \tilde{\psi}(k) = i \frac{\partial}{\partial k} \tilde{\psi}(k)
So in terms of \tilde{\psi}(k), it seems that p is real, and x is imaginary.
So "complex conjugate" is ambiguous unless you say whether you're using a position representation or momentum representation. On the other hand, "adjoint" is independent of what representation you are using. The adjoint of x is x, and the adjoint of p is p.