Other planets do indeed have weather. In some cases they are hotter. In some cases colder. Venus has a very thick, carbon dioxide-rich atmosphere, and it is so hot (about 1000 degreed F) that lead stays molten just resting on the surface!

Mars is very cold (less than the freezing temp. of water). It has an atmosphere of carbon dioxide and water vapor, but the atmosphere is 100 times thinner than the Earth's. Thin clouds on Mars are made of ice crystals, and the surface is breezy with light winds.

Jupiter has dramatic weather. Its red spot is a giant storm, and winds on the surface are much stronger than here on Earth. Check out the web page at
http://www-astronomy.mps.ohio-state.edu/~frogel/ast161/notes.part3.html.
How fast are the winds of Jupiter?

Hope this helps!

Weather is very different depending on the planet you goto. Mars has a thin atmosphere but still has very active weather with big dust storms every year (a martian year is longer than an Earth year). Mars is much colder than Earth because it is farther from the sun and there is little atmosphere to conserve heat. Venus is constantly shrouded in a very thick and dense atmosphere made of sulfuric acid clouds and other components that make living there impossible and even well protected probes don't last long. Venus is extraordinarily hot as well because its atmosphere absorbs solar radiation and traps it. The bigger planets like Jupiter, Saturn, Uranus, and Neptune, are mostly made of atmosphere and we can only guess at what is at the middle . NASA is planning missions to try and learn more about these huge atmosphere in which you could stack several whole Earths and perhaps find out what is at the bottom. As an example, the Great Red Spot of Jupiter is really a giant storm, kind of like a hurricane three times bigger than the Earth which has lasted at least 300 years (when scientists first saw it in a telescope). Storms in the atmospheres of the outer planets are on a scale that is difficult to conceptualize as the planets are so much bigger, and the storms are the size of planets like Earth and last thousands of our years.