As well as the sun and planets, there are some minor bodies in the solar system. These are bits left over from the formation of the solar system. Our best guess as to how the solar system formed is that a gas cloud collpased under gravity, and spun faster as it got smaller, so that some of the material formed a disk. Rocks and metals can condense out all over the disk, but ices (water, methane, ammonia) can only condense out at large distances from the heat of the protosun - Jupiters distance is the dividing line between water ice being able to exist. So the inner planets are denser than the outer planets because rocks/metals with no ices are denser than rocks/metals plus lots of ices. So bits left over in the outer solar system tend to have rock/metals and lots of ices (comets), while bits left over in the inner solar system are mainly rock/metals with no ices (asteroids). More on the formation of the solar system
A bright comet is one of the most spectacular sights in the night sky. From pictures of comets and their tails it looks like they should streak across the sky in a swift blaze of glory. But they don't, they can be seen for night after night, moving slowly against the background stars.
Newton proposed that the comets orbited the Sun like the planets, but since comets tend to be rather rare this means that their orbits must be very elogated (or eccentric) rather than nearly circular. Halley looked at comet records and used these to calculate their orbits. He noticed that the orbits of the comets seen in 1531, 1607 and 1682 were very similar, and so he proposed that they were the same object and that it would reappear in 1758. It did, and so was named after him!
Comet orbits fall into two main groups. Short period comets (orbital periods less than a few hundred years) like Halley's are the exception. These have orbits which are very loosely (within 30 degrees) tied to the ecliptic and they come from a bits of debris in a disk left over from solar system formation out past the orbit of neptune (kuiper belt). But most comets have orbits which are much much longer and come from any direction - they do NOT have to lie along the ecliptic. Their orbits indicate an maximum distance of ~1 light year (remember the nearest star is 4 light years away). The Oort cloud is spherical rather than a disk and is probably bits that got flung out of the solar system by gravitational purturbations from the planets. The gravity of passing stars can perturb their orbits and bring them plunging down towards the Sun, while for the Kuiper belt its more likely to be interactions with Neptune and Uranus. More on comets and their orbits .
Far from the Sun, a comet is merely an irregular lump a few tens of kilometers across (so not enough gravity to pull it all together into a round object). This nucleus is made up mainly of water and carbon dioxide ice, with dust embedded in it. Its not very dense - think of something like a dirty snowball. As it gets closer to the Sun it warms up, and the ices turn into a gas (sublime). The gas and dust pouring from the nucleus then forms an atmosphere around the nucleus called the coma. Then as the comet gets even closer (around aboat the distance of Mars from the Sun) then the radiation from the Sun pushes the gas and dust out into a spectacular tail - two tails in fact! Ultraviolet light from the sun can ionise gas in the coma, so there are charged ions and free electrons. These charged particles get rapidly pushed away up by the solar wind, and form a gas(or ion) tail. This emits an emission line spectrum. Small bits of dust get blown out by the much smaller pressure of the Sun's radiation so the dust tail is curved and we see this by the dust scattering sunlight. The tails point away from the Sun, NOT away from the direction of motion. More on comet nuclei, coma and tails
Incidentally, where the charged particles from the solar wind hits the magnetic field then they get trapped by it, and spiral down onto the magnetic poles, emitting light as they do so, forming the aurora or northern (or southern) lights.
Comets leave dust around their orbit, about the size of a grain of sand. Where these intersect with the Earths orbit then we get spectacular displays of meteorites - shooting stars! Most burn up completely on hitting the Earths atmosphere, blazing brightly for less than a second. The particles strike the earth on nearly parallel paths so appear to diverge from a point (called the radiant) as in perspective drawings.
Not all shooting stars are associated with a comet - some can be seen at any time of year implying that there is some debris in almost all directions. More on meteors and meteor showers. These are probably associated with the asteroids - minor planets mainly found in the asteroid belt, between Mars and Jupiter. These are thought to be material left over from the formation of the solar system (since they are in fairly circular orbits in the ecliptic plane like the planets) which never formed into a planet because Jupiters gravity prevented their small gravity pulling them together to form a larger object. Again most are the size of a sand grain - something the size of a marble would give a spectacular fireball.
A meteoroid is a bit of debris from a comet or asteroid which is on collision course with the Earth. When the meteoroid burns up in the Earths atmosphere it forms a meteor (or shooting star). Most meteors come from particles which are about the size of a grain of sand. A grape sized particle would give an intense fireball, and objects which are bigger still can partly survive the descent: these are the meteorites we can find on Earth.
Plainly then the Earth does get hit by debris. Sometimes, quite big bits of debris - there are impact craters on Earth. A small fraction of asteroids have orbits which cross that of the Earth, so have some possibility of collision. A collision with a large asteroid was probably responsible for the extinction of the dinosaurs! Comets too are often on Earth crossing orbits, and one probably hit a remote region in Siberia called Tunguska. We know that a comet definitely hit Jupiter! This is the famous Shoemaker-Levy 9 impact of July 1994. It can happen.
But how frequently ? Not very often at all now. Yet looking at the numerous craters on the surface of the Moon, Mercury and (to a lesser extent) Mars means that they must have been very much more common in the past. Earth and Venus have atmospheres, so weathering and erosion soon wipe out the craters, whereas on the Moon, Mercury and Mars the old surface with its many craters is preserved. For much more on the planets see The Nine Planets Impacts would have been much more frequent in the early days of the Solar system, and then declined as most of the debris got swept up by collisions with the planets. So they are now rare, though clearly possible.
When a big meteorite hits a planet then the impact can be hard enough that some of the debris is able to escape from the gravitational field of the planet. These fragments can then wander around the solar system, and eventually impact onto another planet. Seems unlikely, but there are a few meteorite which have compositions which look much more like the Moon than the asteroids, and even fewer which seem to be from Mars. One of these caused great excitement with the claim that it showed evidence for life from Mars! A nice compilation of articles from the debate which followed is here. The jury is still out as to whether this is fossilised bacteria or crystaline structures. And if it is fossilised bacteria then could these have grown from the time the meteorite spent on Earth rather than on Mars?
And thats about it for what we can see in the night sky by eye - except for some of the many artificial satellites which orbit the Earth. We can see them only when they are lit by the Sun but we are in darkness. This means the few hours after sunset or the few hours before sunrise. The most obvious fact about them is that they move fast (and don't have flashing lights so they are not planes!) - they are generally in low Earth orbit which is ~90 minutes! Their brightness then depends on size and the biggest are Mir and the International Space Station. The Shuttle (when its up) is also easily visible, and predictions for times, positions and brightness (as seen from Durham) are here.