These are just styrofoam balls purchased from a craft store. Then you coat them with something like patching compound, and paint them. The biggest problem is basing them though. The foam is really porous so I just applied a bunch of glue to the end and stuck it into the ball. If that didn't hold, I poured a different kind of glue in there until it held.
The first one I made rough and painted it red. The games are science fiction, so one of the planets had to be unusual.
The next one is an ice moon. It's really hard to take pictures of white objects on a white background, so it's a little hard to see. I don't have a black tablecloth yet to play on.
This is a big gas giant. No land masses are visible, just swirling colors.
Since this orb is so big, it would topple over if held up with only one rod. So I used one of those three-legged plastic things you see inside pizza boxes. (There goes the diet!)
The ships are Battlefleet Gothic Chaos Infidel Class Raiders, by Games Workshop.