Well, if we had no sun, we wouldn't have a solar system either. Meaning - the celestial bodies we now count as members of that system, would be part of other systems, if exist at all.

The interesting is for how long a planet (or, in fact, massive body with the size of a planet*) could be wandering in space before it inevitably crashes into other, probably more massive body. Or before it becomes part of other system, but I think that the chances of an 'outsider' coming into a star system into perfect alignment with the 'inhabitants' and not crashing or bouncing out are pretty slim.

So... If our Sun magically dissapears, every orbting body will be slingshotted away, with only the satelites remaining relatively 'unharmed' in their little systems.

*I guess a wandering planet is not a planet at all, since the relation between a planet and it's star is part of the definition.

Actually there would be no planets if there was no sun. since, the planets were formed from the material that was thrown out during the formation of the sun. but if you are talking about the sun suddenly disappearing, then the planets move in a straight line from their instantaneous position whenthe sun disappeared. Because there would be no centripetal force(the force needed to move in circular path) to keep them revolving in their orbits.