What I do for planets is:
1.Get a shit-ton of elmers glue.
2. Apply elmers glue over entire sphere several times. As in wait for it to dry, then apply again. usually this takes at least 8 layers. Eventually it will have a nice hard shell which is easy to paint.
3. Get 2 small pieces of pipe, one that fits inside of the other, Jam the larger one into the ball, and glue it in.
4. Make a wooden circle approx the same diameter as the styrofoam ball, drill a hole for the smaller pipe into it, and glue it in.
Basically with that you get a nice looking planet that won't be easily damaged and you can remove, and easily keep track of its location.
Still haven't come up with a good method for rings.... but I'm thinking circular cut outs of felt.....
Asteroid fields, you get some styrofoam balls, gouge them out and paint them brown and highlight. Try to make it look as irregular as possible, and remove all the 'round' edges. I usually just jam a flying base into them and call it done for. Although one thing you can do is wrap a piece of paper around the flying base stem, and glue inside the hole. then jam the flying base in there. Then you can remove the flying base and have a durable 'hole' for the base to go into.
When placing them on the table, usually the best thing to do is to put an asteroid at each of the corners of your field and that defines the area. Although I have seen things done with string and paper.
For dust clouds I just printed out a bunch of pictures of space nebulas and stuff that looked cloud like on cardstock and cut them out to variable sizes within the 'random' rolls for size.
Blast markers, well some companies make cool ones, but what you can do is get cotton balls, glue them to appropriately sized cardboard pieces, or 40k small bases, and then spray paint them first red (or orange) then black. Afterwards pull them from one part and stretch them out just enough to show the red again, and a little white.
Hopefully that is helpful!
