Of the eight known planets in our solar system, every one of them is roughly spherical. The same is true for every sun and almost every moon. The reason is because the force of gravity acts in all directions.
Imagine taking a sheet of paper in your hand and scrunching it up really tight. You batter and squash from all directions which means it's getting squeezed from every side. If you do it evenly you'll end up with a ball-shape. Gravity works the same way, only inside-out.
Imagine that same piece of paper being squeezed, except rather than the force coming from outside and pushing in, the paper itself is collapsing into its own centre. It's being pulled in every direction toward the middle, giving us the same shape. For most everyday objects the force of gravity in their centre is so weak that it can't pull the object into a ball. A bookcase, for instance, has a gravity field pulling it inward toward a central point. The only reason it doesn't collapse into a bookcase-ball is that the bonds between the atoms in the bookcase are stronger than the pull of gravity. But on the scale of planets, things get a little different.
The more mass you have, the stronger the gravity field surrounding you. Planets are so massive that their gravity fields are able to pull them inward, wrapping them into neat, roundish balls. So that's why the suns, moons and planets of our Universe are all rounded. Everything has a gravity field to it, it points in all directions, and large objects collapse into their own fields.
Although in fact, most of the planets aren't perfectly round, they're more like squashed oranges. The reason is because the planets are spinning. As they spin, they spread out a little bit, causing them to bulge in the middle, which means the Earth is thicker near the equator than it is at the poles. In fact, if you let go of an object at the equator it will fall at a slightly different speed to the poles because there's more planet between them and the centre of gravity at the core.