In this new Millennium, NASA will expand its presence in space. Many new planetary bodies have been discovered, and some previously known bodies are now believed to have oceans. We now know of 66 moons in our own Solar System, one with an atmosphere, 16 with water ice or oceans, and 5 with both. In addition, we now know of 20 extra-solar planets. In order to expand our presence in space and explore in a cost effective manner, we need a repertoire of new types of planetary exploration vehicles to explore both atmospheres and oceans. To address this need a spectrum of new classes of vehicles are being developed. These include aerobots and hydrobots, and incorporate Department of Defense miniaturization developments and smart materials. This paper outlines: the remarkable miniaturization developments applicable to robotic vehicles for the exploration of planetary atmospheres and oceans; Aerobots, the vehicles designed for planetary atmospheric exploration; Hydrobots, those designed for planetary ocean exploration; planetary atmospheric data; and Europa ocean exploration missions.