I have gotten into the habit of imagining what a round/spherical object would look like if transformed into a “planet”. I did it with the atomic fireball candy a while back.
This was just a marble perilously perched on a Cricket SIM card holder. I had my macro lens and thought it looked cool. Later I was scanning photos and immediately thought to myself, “it’s planet time!”
First thing? Cut it out and isolate planet shape. Add inner and outer glow to simulate an atmosphere. The tricky bit is the shadow. If you mask the object itself, the layer effect will follow suit. The fix? Take the layer and any other corresponding “planet” layers and group them. Then, mask the group. But we’re not done yet.
You see, planets, even when dark, are opaque. So if you mask without something behind it, it’ll look like it’s see-through. Easy fix. Take the same planet shape, duplicate it, drag it below the group that is masked and adjust it to be black or very nearly. Add some stars in the back. Done.
You now have an alien world. Or, a marble in space? 
Like the Mars one, here’s the PSD if you want to have a looksy.