This lesson isn't completely finished (I'm planning on using it for next week), but I thought some of you might find it useful to add onto or switch around to fit what you want to do. I cobbled this together from some things I might have found here or other corners of the internets.
The powerpoint first shows the planets and says a little something about each of them. After showing this part, you can have them label the planets on the worksheet.
Then, go through the rest of the powerpoint. Explain Roman gods, how they had gods for different things, etc. Then there's a slide for each planet and why they're named after the Roman gods that they are.
Putting this together was interesting for me, since I didn't know the meaning behind some of the planet's names...hopefully it's interesting for the kids too!