From here on out I'm going to concentrate on solid planets which might be home to life we can interact with. These are bodies with a mass in the range of 0.1 Earth to 10 Earths, though I will include occasional nods to "Mega-Earth" type worlds even bigger than that. My plan is to work my way up the temperature scale to give some ideas about composition, density, and what atmospheric gases the world can retain.
Very Cold: These are planets with a temperature less than 100 Kelvins. They may have a little internal heat if they're big enough, but get almost no energy from the parent star. If they're small — a mass less than 0.1 Earths — they're likely low-density agglomerations of rock and ice. The very small ones may not even be differentiated inside (i.e. no distinct core, mantle, or crust). Density for those little ones will be low, from 0.2 times that of Earth (which is to say, about the density of ice) to perhaps 0.75 Earth (like Mars). Atmosphere will be very thin, a wisp of hydrogen and nitrogen with perhaps some helium.
Bigger worlds comparable to Earth (0.1 to 2 Earths) in that cold region can generate enough internal heat to have a distinct core and interior layers. I'm going to assume they are primarily rock and metal, so density will be close to that of Earth, 0.75 to 1. However, at the big end one might see "baby ice giants" which have swept up a lot of lighter elements and so have a low density of 0.3 or 0.4. Either way, the atmosphere will be mostly hydrogen with significant amounts of helium and nitrogen.
"Super-Earth" sized planets at those low temperatures are simply small ice giants like Uranus and Neptune. Density of 0.3 times that of Earth, with a massive atmosphere of hydrogen and helium, seas of liquid hydrogen, ice below that, then rock, then metal at the very center.
Big "super-Earth" rocky planets in the 2 to 10 Earth size range may exist, with thick atmospheres and deep oceans of liquid methane. They might also have liquid water deep under the surface, melted by heat from the planet's core. Density would be 1 to 1.3 times that of Earth for these giant rocky planets. More likely, however, is that these massive worlds are ice giants with a density more like 0.3.
Chilly: Planets outside the Goldilocks Zone but with temperatures above 200 Kelvins. Ice is still a rock, but atmospheres of carbon dioxide, methane and ammonia are possible. Densities are about the same as above, but there's more options for atmospheric gases — and some of those are decent greenhouse gases so there's the possibility that a planet Earth-sized or larger in this region might be able to claw its way up to the melting point of water, at least some of the time. At the upper end of the size scale they would simply be "warm Neptune" planets with low density.
Goldilocks Zone: When water isn't a rock, planetary density changes abruptly. Having liquid water on a planet means two things. Yes, you might have life. But it also puts the planet at risk of losing its hydrogen. See, water molecules in the upper atmosphere can get broken into their constituent atoms by energetic particles from space. Some fraction of the free hydrogen can then escape the planet into space before it oxidizes again. Over geological time scales this can allow a planet to lose all its hydrogen. That means no water, and it also has knock-on effects on things like continental plate movement and vulcanism. It seems to have happened to Venus, and on Mars until that world lost so much atmosphere it got too cold for liquid water to exist on the surface. A powerful magnetic field like Earth's keeps the energetic particles at bay.
We don't have a very good understanding of how planetary magnetic fields work, but they seem to be generated in the dense metal core. Bigger planets are more likely to have a dense molten core, but it isn't universal. Venus seems like it ought to have a molten core but it doesn't generate much of a magnetic field at all. This may be related to Venus's weird slow rotation. As always, when science isn't sure, that means writers can indulge themselves. Choose or flip a coin to decide if your planet has a magnetic field as powerful as Earth's.
For small rocky bodies less than 0.1 Earths, the Goldilocks zone means no more water. All of it melted and got blown away. In the 0.1 to 1 Earth range, it all depends on how good a magnetic field the planet has. No planetary magnetic field means no water. Hydrogen might remain in heavy molecules like sulfuric acid. A working magnetic field means at least some surface water if the planet's big enough (more on that later). This does mean a higher density: Mercury's density is about the same as Earth's — 25 percent higher than Mars's density even though Mars has twice Mercury's mass. So simply assume all rocky inner-system bodies with a mass of 0.1 Earth or more have about Earth's density.
Bigger bodies, "super-Earth" and even "mega-Earth" sized can almost certainly hang on to their water even without magnetic protection, as their escape velocity is high enough to retain lighter atoms. For them the danger is runaway greenhouse effect due to all that atmosphere.
Hot: Within the inner edge of the Goldilocks zone, small worlds have all their water and volatiles cooked away, and big planets suffer a runaway greenhouse effect as water vapor is a major greenhouse gas. Expect a lot of airless Mercury-type worlds and a lot of Venusian and "super-Venus" planets, all with Earth-type density.
Above about 400 Kelvins, sulfur is a liquid. It's a reasonably common element, so some hot planets might have molten sulfur seas, especially if they have no hydrogen to bond with the sulfur and turn it into sulfuric acid. This raises some interesting possibilities for complex molecules of carbon, silicon and sulfur in a liquid sulfur medium.
A giant "super-Earth" type in the inner zone might be what's known as a Chthonian planet — the inner core of a gas giant which migrated inward but had all its lighter elements boiled away. Some exoplanets are thought to be this category, but we don't know for sure. A Chthonian world can be extremely dense, up to 1.5 times the Earth's density.
Molten: Above about 1000 Kelvins, rocks start to get gooey and planets basically don't have a solid surface any more. At those temperatures all the lighter elements can escape from any world smaller than a brown dwarf. Assume all bodies in that temperature range are made of dense heavy rock and metal with a density up to 1.5 times that of Earth.
Whew! It took a lot more space than I expected just to get the planetary density. Next time we'll really start putting it all together and figure out size, gravity, and maybe take a swing at atmosphere.
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