Technically speaking we cant destroy any of the Planets of our Solar System. Mainly because we dont have the necessary Weapon to do so. You could throw the entire nuclear arsenal at Pluto and it'd just go "Yo dude, stop tickling me." and thats about it. But for the sake of Arguement lets get the other valid reasons.
Mercury - eh try hitting it, fast bugger. Seriously though, scientifically its too valuable due to being that close to the Sun without being literally molten down or swallowed outright.
Venus - Pretty much the same as Mercury there. Except its also one of the Candidates for potential Colonization. Well once we get terraforming that far.
Mars - Same really, its the only technically habitable Planet in our Solar System that would not require massive terraforming to colonize, same as our Moon really.
Jupiter - Try it. I dare you. It'd have no Effect whatsoever, the sheer gravity and pressure would destroy anything we might throw at it. Given that several Asteroids have impacted with it that would have ENDED LIFE ON EARTH AGAIN, and thats just over the last decades that we could actually track shit up there. Also its got potential habitable Moons. Io and Ganymede being prime examples.
Saturn - Same reasons as Jupiter really. Except that it doesnt attract as many big rocks.
Uranus - Its a Gas Giant thats basicly of no real value yet its there due to balance reasons. Its basicly like that Guy thats friend with both Jupiter and Saturn and keeps them from arguing over who is the bigger badass.
Neptune - Interesting to say the least. Its the only Planet in our Solar System thats basicly Water or whatever other Fluid there is, forgot which it was. Anyway, too valueable.
Pluto - Dwarf Planetoid. Yes it counts. Its basicly, aside from size, the total opposite of Mercury so far that Reason it makes it somewhat interesting. Also there may be a Mass Effect Relay in there.
But the real Reason is much more simple. Because our Solar System, whether by Chance or Design, is made in such a Way that we can study and learn about our Galaxy and by relation the Universe in a safe environment. We have most potential variations of Planets in our Solar System, yet none of which are dangerous enough to literally kill us outright. Basicly its like we are sitting at the Kids Table for now.