Nest Learning has Styrofoam kits of the Solar System.
Science City has a Styrofoam kit of the planets available for sale.
The Science Store has a step up from the traditional Styrofoam Solar System model. This model has snap together plastic planets with paints in different colors as well as glow in the dark paints.
Creative Kids at Home has some ideas on how to create your own Styrofoam model of the Solar System.
Here is another website with instructions on how to make your own Solar System using some simple materials.
This website has a lesson plan with instructions on how to create a large scale Styrofoam model that takes up an entire room.
A.C.Moore has a kit available for building a model of the Solar System. The Styrofoam balls included in the kit are unpainted.
Do not stop at creating a Styrofoam model of the Solar System though. There are many more kits, projects, and crafts that you can check out on the internet.
Astronomy Cast has an episode on each of the planets as well as the Sun.