Many of the other solar systems have massive Jupiter like planets close to their sun, closer even than Mercury.  Many scientists now believe that these gas giants could not have formed there.  Rather, they must have began out where our Jupiter is, and moved inwards, scattering the smaller planets with their powerful gravity as they went.  Why is it that our Jupiter and Saturn did not migrate inward?  We are trying to learn more about our outer solar system by sending probes there.   We sent Galileo to Jupiter, Cassini is at Saturn right now, and New Horizons is on its way to Pluto even as you read this.

Planets also change even if they don't move closer to the sun.  For example, Mars once had water on the surface. We know that thanks to our two rovers on Mars, Spirit and Opportunity, and a spacecraft in orbit.  We recently launched Phoenix to explore near the pole and sniff the dirt for organic molecules.  By studying Mars we will learn more about how rocky planets can change.  If other planets change, then ours can change too.