Get this rock texture or one of your own. This will become the planets texture.

 

Select all and go to edit>Define it as a pattern.

 

Create a square document. You decide how big. I made mine 2000x2000 pixels

The bigger the document the bigger the planet.

 

Create a new layer.

Now take the paintbucket. Set it to pattern and the rock pattern. Paintbucket the layer.

Go to filter>distort>spherize...

Take the elliptical select tool and select the circle pattern made with this.

Go to Select>inverse and delete the rest. So you should just have a world.

 

 

Make a new document that is larger than the world. Drag the world to the new document.

 

 

Apply these effects. Choose your own colors and change to fit your document.

Make a new layer. Make a circle that is offset and smaller than the planet and make it black. Go to Filter> Blur> Gaussian Blur. This will be the shadow.

 

See the sun example

 

Discuss the Adobe Photoshop tutorials on the forums. You can find the photoshop files to download there too.