Planets are small and don't give off their own light - they only reflect light from their parent star. Currently, the world's largest telescopes couldn't directly detect planets, if there were any, orbiting even the nearest stars. Several announcements have been made of possible planetary systems around nearby stars. These theories depend on detecting anomalies in stellar motion, as may becaused by a planet, or by spectral analysis. No direct observations have been made.
Comets come from even further out.
The first four planets, Mercury, Venus, Earth, and Mars, are relatively small and rocky. They are called the terrestrial planets. But the giant planets have plenty of moons, and the moons are solid. No probe has yet been to Pluto.