Planets have different properties because they are different distances away from the sun, are different sizes, and are made up of different stuff from the earth.
Very tiny planets do not have enough gravitational field to keep much of an atmosphere in. The moon has no atmosphere to speak of, and the Martian atmosphere is very thin. Jupiter, Saturn, Uranus and Neptune seem to be atmosphere as far as can be seen (there probably are liquid and solid cores in there because the pressures and densities get so high, and there's probably rock in there too). Of course the atmospheres may be nasty stuff, like CO2 and methane and ammonia, which give rise to different chemistry and weather than on earth.
Planets closer in to the sun than earth are hotter on average, and planets farther away are cooler, although some of the gas giants generate some heat on their own. Venus has a runaway greenhouse effect at work which keeps it even hotter than might be expected for a planet at its distance from the sun.
The earth too changes from time to time. Sometimes there's an ice age, and other times the average temperature is higher, melting the ice.
We have detected large planets in other solar systems, but experimental techniques are sensitive only to the very largest of these and those that are close to their systems' stars. This is for two reasons -- we can detect their presence because they make their central star wobble back and forth from gravitational attraction, so we can only see the ones that wobble quickly enough and with a big enough swing from side to side so we don't have to watch the star for decades and measure itsy bitsy wobbles. This restricts the kinds of planets we can detect to big ones close in with quick orbits (short years). A more recent planetary discovery was done with light scattered from the planet, with the host star's light subtracted away digitally. Again, we can only see the big ones, and planets closer to the central star will have more light on them to shine brighter.
Giant planets near stars are very different worlds from our own.
(published on 10/22/2007)