An atmosphere is a very important factor to consider when looking for life on extraterrestrial planets. an atmosphere like earth protects us from the radiation from the sun, and also helps in the greenhouse effect.The atmosphere of Earth is the layer of gases, commonly known as air, retained by Earth's gravity.
Ignoring other factors needed for life on extraterrestrial planets to occur, lets focus on the atmosphere, and list possible candidates in our solar system except for mars which we all know about. We could try looking at this planet for inspiration,
Venus, a rocky planet and our inner neighbor that has a rather impressive atmosphere of mostly CO2 (96.5%), which is so thick that it has a surface pressure of over 90 Earth atmospheres, and keeps the surface temperatures at a toasty 460 deg C.
In comparison Mars has an atmospheric pressure of just 0.00628 that of Earth, even if it is mostly CO2 (96%) like Venus.
If atmospheres are your thing, then you can’t go past Jupiter.
Jupiter is based on a rocky core, just like Earth, Mars and Venus, but unlike the small terrestrial inner planets, it’s core is many times the mass of Earth, and this along with its orbit at a distance 5 times further away from the sun than us has allowed it to gather and retain a truly impressive atmosphere.
Jupiter represents over 70% of the mass of everything in the solar system that is not the sun, and most of that is its atmosphere (70% hydrogen, by the way). Jupiter’s atmosphere is so dominant in fact that if you were foolhardy enough to enter it, and were capable of surviving the incredible pressures that it created inside, you would not be able to detect the “surface” of the core.
As your indestructible body descended into the atmosphere, you would find that the density of the mostly hydrogen “air” would merge from a gas into a liquid, then into a metallic hydrogen state that compromises 78% of the radius of the planet. It is unclear if you would be able to detect the transition to the rocky, metallic core in these sort of conditions, just an increase in pressure.
After Jupiter we have more gas giants like Saturn.
Uranus.
And Neptune.
All gas giants like Jupiter, and containing most of the left over 30% of the planetary mass the Jupiter does not represent.
Poor scorched little Mercury has almost no atmosphere at all to speak of, thanks to its close proximity to the sun and small size (and small gravity).
As you can see, a lack of an atmosphere is rarer than a thick one as far as planets are concerned. Sometimes even a moon can have a significant atmosphere, like Saturn’s moon Titan.
Titan is actually bigger than Mercury, and has an atmosphere 1.45 times thicker than ours, although being mostly nitrogen (98.4%) and a rather chilly -180 deg C, you would not want to be taking a breath of it. Mind you, it would be rather impressive to watch a rainfall of liquid methane running down a methane river, and into a sea of liquid hydrocarbons, all of which happen on this moon.