The Greek or Roman thing:
And remember, the planets are given names fitting to their characteristics.
Mercury - The closet to the sun and therefore the quickest around it. Therefore it was seen as being a very fast messenger just like Hermes/Mercury.
Venus - This is the only one I'm not too sure about.
Mars - A blood red planet, what could be more fitting for the god of war?
Jupiter - A very large planet, therefore named after the captain of the gods Jupiter/Jove/Zeus.
Saturn - Another very large planet, and apparently in someone's mind seeming old, like father time a.k.a. Saturn/Chronos.
Neptune - Blue, just like the sea, this one is pretty obvious.
Uranus - Not very obvious, but it could have something to do with it being outside of all the other planets, just as the sky hangs over all the earth, or something.
Pluto - Dead and barren, very cold, it is very much like death.
Now, planet X, Hypnos - The god of dreams gets an eerie and hypnotic-looking (look at these clear references everywhere) planet named after him.