Osiris with its hydrogen tail
Osiris (HD209458b) is a scorching hot planet in the constellation Pegasus (153 light years away) that has its own comet-like tail. It's orbiting so close to its sun that it has a year that's only 3.5 Earth days long.
PSR J1719-1438 b is a diamond planet, orbiting around a millisecond pulsar. Not only are there diamond planets, but also diamond stars like BPM 37093, a white dwarf.
Rogue planets are free-floating planets that don't have a sun to orbit. Even though these planets are drifting through cold, dark space, they might still be warm enough to have liquid water, heated by their geological activity. Being so far away from any star's radiation, it would also be easier for them to hold onto their atmospheres.
Some of the planets found within the last couple of years might even be capable of supporting life. Gliese 581 is a solar system with at least 6 planets. The first Goldilocks planet (581 g), within its star's habitable zone, was found there - although it's a very controversial little planet, since ESO/HARPS surveys say it doesn't actially exist. If it does exist, then it's probably tidally locked with its star so that it has one side permanently lit by daylight, one side where it's permanently night, and a line inbetween where it's perpetually sunrise or sunset. Within the same solar system, Gliese 581 d has been confirmed to exist, and it's an ocean planet candidate.
Kepler-22b also orbits within the habitable zone of a Sun-like star, and HD85512 b in constellation Vela has a climate like Southern France (about 25 degrees Celsius) in the highest parts of its atmopshere.
But our own solar system is still a mysterious place. Titan, one of Saturn's moons, has hydrocarbon rivers and lakes, a thick orange smog of an atmosphere that rains liquid methane down on its surface (meaning it might be one of the only other places in our solar system apart from the Earth where there are rainbows - but most likely infrared rainbows). Even though Titan is freezing now, in the future when the sun turns into a red giant it'll warm up enough to have oceans on its surface. There's already some evidence that there might be alien life forms living in its methane lakes - there's lots of hydrogen in the upper atmopshere, but on the surface of Titan all the hudrogen seems to just disappear, suggesting that a methanogenic life form might be eating the hydrogen. Or there could be some strange chemistry going on there with as-of-yet unknown-to-science catalysts.
A photo of the actual surface of Titan taken by the Huygens probe which landed on Titan's surface in 2005 and transmitted data for about 90 minutes after touchdown
Other interesting moons are Europa, which has a thin oxygen atmosphere, huge cracks on its surface caused by Jupiter pulling on it with its massive gravity, and a possible subsurface ocean; and Enceladus, which spews jets of saltwater into space at over 1000 miles an hour.
Enceladus ejecting salwater into space
For a proper catalogue of exoplanets, check out the Extrasolar Planets Encyclopedia: http://exoplanet.eu/
The Planetary Habitability Laboratory: http://phl.upr.edu/projects/habitable-exoplanets-catalog
and of course the Kepler mission: http://kepler.nasa.gov/